Hi,
This can be done.
Follow these steps:
1. Go to your list calendar settings.
2. Go to permissions.
3. Break the permissions from parent site.
4. Now select anonymous access.
You can refer the same here
http://technet.microsoft.com/en-us/library/cc263363(office.12).aspx#Section4
I hope this will help you out.
Thanks, Rahul Rashu