a third party can voluntarily surrender complete control over what is going on. they can issue a token for something, for example a $10 dollar bill but do it in such a way (blind signature) that when you go to spend it they cannot connect the spend to the bill they issued.

if you want to do it without a third party you end up with something like zcash. monero plans to follow suit (currently only the amounts in monero are zero knowledge).