On Ubuntu x64, I just freshly installed Anaconda 3.
I then installed
from altair import *
population = load_dataset('population')
Thanks to @cel, I found out the code cannot be run in the iPython console from Anaconda - it needs to be run from a Jupyter notebook.
You have to run
jupyter notebook in the terminal, then create a new iPython Notebook. Once the notebook is created, you can run your code interactively from the notebook.