Is there a trick in creating a generic list of anonymous type?

You can create an empty list for anonymous types and then use it, enjoying full intellisense and compile-time checks:

var list = Enumerable.Empty<object>()
             .Select(r => new {A = 0, B = 0}) // prototype of anonymous type
             .ToList();

list.Add(new { A = 4, B = 5 }); // adding actual values

Console.Write(list[0].A);