I always think when you use hear, of should follow it like heard of anything. But I saw
I haven't heard anything from him.
Is that correct, or should it be
I haven't heard of anything from him.
I'm not certain that there are no contexts in which "hear X" and "hear of X" are completely interchangeable without change in meaning, but often (usually?) they are not. "Hear of X" focuses on the element of discovery, and "hear X" focuses on the element of ascertainment or confirmation. I hope these examples will help clarify.
“Hear of” usually means “become aware of something concerning”:
"Hear from" usually means “receive some communication from”