Not that I'm a big fan of the prequels, but the question of Anakin's father was answered explicitly in the Phantom Menace

"Had he been born in the Republic, we would have identified him early. The Force is unusually strong with him, that much is clear. Who is his father?"
"There was no father. I carried him, I gave birth, I raised him, I can't explain what happened."
―Qui-Gon Jinn and Shmi Skywalker

So basically Anakin is Jesus.

During the opera scene in Episode 3 it's heavily implied that Palpatine created Anakin. Palpatine tells Anakin about his former master Darth Plagueis, whom had such a vast knowledge of the darkside that he could use midichlorians to create life. He taught this ability to his apprentice, Palpatine who would later kill him in his sleep. To imply it even farther, the whole scene goes on while both of them watch what appears to be an egg with sperm cells passing through.

Like sjaakiejj stated, he's pretty much a Jesus. He has a human mother, but his conception by extension of Palpatine is the "Force" itself.

@sjaakiejj

Woman in the real world claim this happens all the time. How do we know Shmi wasn't some crazy chick?