This paper proposes a real-time anomaly location and classification framework for power distribution systems to simultaneously determine the type of anomaly (i.e., short-circuit fault, cyber attack, DER switching) and its location. The proposed framework employs the data aggregation module to collect the measurement data from multiple field devices operating at different sampling rates, such as protection relays and D-PMUs. The output of the data aggregation is then fed into a multi-task learning-based long-based short-term memory (MTL-LSTM) to classify the type of anomaly and the location in two separate tasks. The proposed MTL-LSTM approach can be utilized in real-time operation in order to distinguish between normal and several anomalous operations and locate the anomaly. The proposed framework is tested on a modified IEEE 33-bus test feeder benchmark that integrates solar generation and energy storage. The results show that the proposed framework can locate and classify anomalies for several operation conditions with more than 96% accuracy. Further experiments highlight the impact of aggregating multiple sources of data on the performance of the proposed model.