Anakin Skywalker dies and later reappears as a Force ghost at the end of Return of the Jedi, yet his body isn’t shown disappearing. In the first instance of a Force user dying in the Star Wars franchise, it’s Obi-Wan Kenobi, who disappears the instant that Star Wars' Darth Vader delivers a lethal lightsaber strike. In the first act of Return of the Jedi, Yoda’s body also disappears as the venerable Jedi Master dies. For Anakin, however, his body isn’t shown disappearing, but that doesn’t necessarily mean that it didn’t happen.
The Force exists in all beings, but highly-trained Jedi Knights use the Force to aid them in their endeavors to protect the galaxy from injustice. When a Jedi opens themselves to the Force and becomes one with the Force upon dying, they disappear, melding with the fundamental cosmic energy field. For beings like the Sith, who use the dark side (a corruption of the Force), opening themselves to the Force manifests as an explosion of malicious energy. The deaths of Darth Nihilus, Darth Plagueis, Joruus C'baoth, and Palpatine all caused such detonations.
Though he still wore the fearsome Sith armor of Darth Vader, Anakin Skywalker had returned to the Force at the end of Return of the Jedi and spent his last moments looking at and speaking to his son Luke without his mask. As Anakin died, he simply sank to the floor. Later, Anakin appeared on Endor as a Force ghost, accompanied by the ghosts of Obi-Wan and Yoda. While Anakin’s body isn’t shown disappearing, canon and Legends sources both confirm that this did happen, albeit offscreen.
The Legends-era book, The Rise and Fall of Darth Vader, explains that the ghost of Obi-Wan Kenobi guided Anakin as he died, teaching him how to return as a Force ghost and allowing him to become one with the Force in his final moments. The canon book, Star Wars: The Story of Darth Vader, also specifies that Anakin’s body disappeared following his death. Anakin’s body is only shown for a few moments in Return of the Jedi before the scene ends, so it isn’t unreasonable to assume that it faded into the Force off-screen.
Throughout the Star Wars franchise, Force users and dark side users are shown dying without their bodies disappearing or exploding, but this is because they’re not becoming one with the Force. When Qui-Gon Jinn, Count Dooku, or countless Jedi during Order 66 perished, their bodies simply fell because they didn’t consciously become one with the Force as Obi-Wan, Yoda, or Palpatine did. As Anakin died, he was guided into the Force by Obi-Wan. Similar to Yoda, however, his body’s disappearance simply didn’t happen instantly as Obi-Wan’s did.
Showing Anakin’s body disappearing may have been distracting, considering that his brief conversation with Luke was one of many dramatic high points in Return of the Jedi. It’s reasonable to assume that Anakin’s body disappeared after Luke Skywalker brought it aboard his commandeered Imperial shuttle, and it was Vader’s armor that Luke burned on Endor, not Anakin Skywalker’s body. Though Return of the Jedi didn’t show it, Anakin’s body did disappear after he died, which non-movie material and his Force ghost appearance all confirm.
