Anjaana Anjaani, or Anjana Anjani is a Bollywood film by Siddharth Anand, a director previously with Yashraj Films. He has made Salaam Namaste, Tara RumPum and Bachna ae Haseeno while with YRF.
Anyway, coming to Anjaana Anjaani, the words mean unknown, for a male and a female respectively, so while Anjaana anjaani literally means 'Unknown Unknown,' you can actually translate it to 'Boy Unknown, Girl Unknown' in the context of the movie.
Also, Anjaana Anjaani was a song in Mani Ratnam's Yuva (Hindi), which was sung by Lucky Ali, who also happens to be a favorite of Siddharth.