I am pretty sure Anna is dead. She says it's all that she has left of her, and quote "In the end I couldn't protect her". Also she seemed to have such a strong relationship with her sister she wouldn't abandon her.
As for S2 characters most plausible are Molly and Christa/Omid.
As for the other characters that didn't die on screen like Glenn, Hershel or Lilly: i doubt it. But nothing is impossible.