Jesus was certainly an anarchist, at least that has been my understanding from reading of the Christian texts. Anarchy/voluntaryism is simply the idea that each human is a sovereign being, and no other has the right to use violence against, or steal from, them.

Some examples:

Judges 17.6:

In those days there was no king in Israel; every man did what was right in his own eyes.

Galatians 5.13:

For you were called to freedom, brethren; only do not turn your freedom into an opportunity for the flesh, but through love serve one another.

Acts 5:29:.

But Peter and the apostles answered, “We must obey God rather than men."

Ephesians 6.12:

For we do not wrestle against flesh and blood, but against the rulers, against the authorities, against the cosmic powers over this present darkness, against the spiritual forces of evil in the heavenly places.

Matthew 7.12:

So whatever you wish that others would do to you, do also to them, for this is the Law and the Prophets.

For a bit more reading:
"Romans 13 and the Christian Anarchist"
Christian Anarchism on Wikiquote