@jeza I think there's some confusion there with your answer. It seems to me that belief in something cannot be the qualifier for its existence. Santa Claus does not exist simply because the minds of children think he exists. The ability of some omnipresent being to bring gifts around the world simultaneously one day a year does not manifest simply because some people believe that it will. The only thing that can happen as a result of a belief in something is the actions of the believers. Everyone who has thought about it understands that the purpose of the Santa Claus myth is to convince children that they should behave in certain ways, and they will be rewarded or punished by the god, but their behavior is a product of their own thoughts only. Their behavior is not a product of the actions of Santa Claus.
Government is essentially the same thing. Government doesn't do anything, individuals do the things. Individuals may be acting on the assumption that the mythical entity, government, exists, but government is not acting upon the world any more than Santa Claus is.
Now in answer to what @telos was saying, the reason we don't have anarchy is not because government actually exists, but because people believe it does. People act and allow others to act based on that belief only. If the belief stops, the behavior stops, and therefore government is a myth. But as long as most people believe in the myth, rulers have real power, and therein lies the problem with achieving an anarchic society.