setq でいいんだっけ……と思いつつ以下を .emacs に追加。
(setq anything-c-source-files-in-current-dir+ '((name . "Files from Current Directory") (candidates . (lambda () (with-current-buffer anything-current-buffer (directory-files (anything-c-current-directory) t "[^~]$")))) (candidate-transformer anything-c-highlight-files) (type . file)))
anything-config.el から該当箇所をコピペして directory-files の第3引数の正規表現を追加しただけ。