Is it possible to use Tor network for anonymity in Windows Phone 8, or is there any alternative?
It depends what you're asking. (I am assuming you are talking about your usage on cellular/wifi networks you don't control.)
It is possible to build an app that sends all data used within that app through TOR, such as a replacement browser. I don't know of an existing app like this however.
It is not possible to set data usage by inbuilt/other apps to go through tor - this would require a change in system proxy and apps do not have access to do this.
This would require an app to provide for client functionality. As of now, I couldn't see any I the US store. One may exist in one of the other country marketplaces.
I think this a great idea for an app. I have not used any, but there are websites that specialize in people like you to put app ideas into where developers can use these ideas to make new apps. Users without programming skills have a chance to get their idea turned into apps and developers without ideas can get a headstatt into a new app.