If I cast blade barrier, does it have to be anchored to the ground? Or can I have it float anywhere I want that it could occupy, such as cast it above me as a sort of roof of blades?
While there is no requirement that walls be anchored to the ground As @JeremiahGenest notes, there is no requirement that a wall be anchored to the ground unless otherwise noted. See Wall of StoneDDI for an example of a wall that does need to be anchored.
However your plan for a roof composed of a Wall of BladesDDI may not work as you hoped.
Walls (defined on pg110 of the Rules Compendium) can only be adjacent horizontally to at most 2 other wall squares. This means that you could not form the Wall of Blades into a 4x2 horizontal configuration above your head.
You could form a doughnut shape though.
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A wall fills a specified number of contiguous squares within range, starting from an origin square. (Player's Handbook 1, page 272.) As a Blade barrier is comprised of spinning blades of astral energy there is no need for it to be supported. So no, it does not need to be anchored to the ground.
(Asking cust service, my reading is that the "up to 4 squares high" wording suggests that it must be based on the battlefield, but I couldn't find anything on the forums to support either side.)
Here is the question I sent to them, I will update with their responses.:
A more modern text (as we're talking about a power that appeared in PH1 is Bulwark of stone from the most recent DDI earth domain update. It has a line in it about:
Customer service, in an e-mail response to me says: