My favorite is the statue of Coatlicutle from the Mexicas (Aztecs).
The deal is not that anatomy is changed, the problem is under the base ground the artist provide for his art. If an artist is going for a realist or semi-realistic style, he is bonded to every rule of those to keep his work believable to the audience. An example of this is the Superman posted by Gunz, the character is not real by any mean, but the style chosen by the artist force him to keep a ground of realism (semi realism, need some realism) to make it believable for the audience, so when we see this Superman without elbow we are just like "lol funny".
But on the other hand an artist can create an style which can be in different degrees more away to "realism", and this we can call it fantasy or fiction (for my both are the same). In here the artist provide the rules for his work, and its when the artist break his own rules that we could say he made a "mistake", reason why we can see a drawing made by someone who doesn't really draw "well" and point "mistakes", because as this person is not really that good at drawing he is more subsumed to stepping his own tail and making "mistakes".
Then what is going on with Picasso? He is on my second point, he made his own rules, and so if he stick with the rules he established to the audience we can't really say there is something wrong. But more in depth, he is also working under other rules, that are not necessarily on a "believable work" so his goal is not making it believable, but rather to play on a different playground, reasons why we can't place him in this thread, as this thread goes for the first of my points which can be seen in the classical boob-butt poses or others.