1. An anomaly detection system for detecting an anomaly in a plurality of control systems, the anomaly detection system comprising: a plurality of analysis devices that are associated with the respective control systems and that acquire an event occurring in an associated control system and analyze the event to determine whether there is an anomaly, wherein; a first analysis device among the plurality of analysis devices determines whether an event occurring in the associated control system is to be indicated to a second analysis device among the plurality of analysis devices; and the second analysis device determines that there is an anomaly on condition that the event indicated by the first analysis device has correlation with an event indicated by an analysis device other than the first analysis device.