This is not a duplicate of "anymore" vs. "any more". I made sure. In that case, the two terms being compared were noun phrase (any more) vs. adverb (anymore). In this case, the two are both noun terms. I know which is more often used, but is "any thing" incorrect?
The question was raised in my mind when I saw "any thing" on a post, and wondered whether to edit it to "anything".