Yesterday I discovered the Format Source feature in Delphi, and it saves me a lot of time.
However, I\'ve discovered that it corrupts the layout of anonymous procedu
You have to upgrade to a newer version of Delphi as noted in comments. The automatic source formatter in XE2 is ok for anonymous methods.
As an alternative you can try the Experimental GExperts IDE PlugIn. If it does not format correctly, there is source code to add your own style.
See also Delphi code formatter.
Update, coming to think about it, there is a workaround. A bit tedious though. By selecting parts of your source, only the selection will be formatted by pressing ctrl+D.