http://akka.io/docs/akka/2.0-M4/scala/actors.html#id8

The spirit of this code is the error kernel pattern. It looks like you're trying to do

OriginalSender -> Actor -> AnonymousActor -> Actor -> OriginalSender

But, the OriginalSender is lost. It will do this instead:

OriginalSender -> Actor -> AnonymousActor -> Actor -> DeadLetter (due to the fact that AnonymousActor shut itself down)

def receive = {
  case m: DoIt ⇒
    context.actorOf(Props(new Actor {
      def receive = {
        case DoIt(msg) ⇒
          val replyMsg = doSomeDangerousWork(msg)
          sender ! replyMsg
          context.stop(self)
      }
      def doSomeDangerousWork(msg: ImmutableMessage): String = { "done" }
    })) ! m

  // HERE: Sender is the stopped child (or at least the soon-to-be-stopped child)
  case replyMsg: String ⇒ sender ! replyMsg
}