In episode I, he's a kid.

In II and III, he's relatively the same age as an adult, so he's played by someone else. HAIR REALLY DOES DARKEN WITH AGE. It is really possible that Anakin could be blond as a child and brown as an adult. I had dark blond hair when I was little, and now my hair is dark brown.

In IV to VI, Anakin is a middle-aged man, so he's played by one. At the very end of VI the original, his soul is played by the original actor. At the end of the remastered version, he's replaced with the adult.