I'd have to agree for the most part with much that has been written here. The legend has it that Nephthys used sorcery to trick Osiris into thinking she was Isis, and then lay with him. Anubis was the result. Nephthys must still have been wedded to Set at this point, so one wonders why she didn't turn to her rightful husband to produce a son. Did Set have some problems in the "manly" department? Was that another reason he was so jealous of his brother, Osiris?

I mean, like Isis, Nephthys was Osiris' sister, and she prefers him over her own husband.
Actually, throughout the dyanstic period, Osiris and Nephthys comprise only one example of Anubis' parentage. In the Coffin Texts, Anubis' mother is the bovine deity Hesat, and in other versions of the Coffin Texts (which run all the way from the end of the Old Kingdom through the Middle Kingdom, and sporadically into the New Kingdom), the mother is said to be Bastet. In other stories Anubis is in fact the son of Set, and other sources give his parents as Re and Nephthys.
It was only in later times that Anubis' parents were firmly set as Nephthys and Osiris, and as Osiris II wrote, Isis goes on to adopt him. The Greeks called her Nephthys; to the Egyptians she was Nbt-hwt, "lady of the house" or "lady of the palace," also as Osiris II mentioned.