You can still be sued. At that point, you either:
a) defend yourself as normal, while attempting to maintain anonymity (difficult & doesn't solve anything)
b) let the case go to default judgement (for likely an enormous amount of money) at which point Nintendo has every reason to try to track you down in real life, and can use the courts to help them do so. Hope you were really, really thorough about your anonymity.
File a lawsuit against a John/Jane Doe defendant(s) and describe who the defendants are, e.g., the people who code and maintain the emulator. Maybe a little harder than if you had the names but not by a lot.
I should say: the real difficulty is service, but if there's any way to get in contact with you, there's at least a chance it will be accepted as good service. There was famously a recent case where a defendant known only by a Bitcoin address was served by sending a transaction with an attached message to that address.
