King Arthur wasn't an Anglo-Saxon king, right?

It's not clear.

http://en.wikipedia.org/wiki/King_arthur
Read the Historicity section.

I read that. I'm going to assume that he wasn't.

Good assumption!

And when you consider the "Gawain and the Green Knight" tale, Wales seems to be the more likely origin place for all of them in Camelot -- but that's not clear either. It's all legend, so ...

That's correct, King Arthur was not an Anglo-Saxon king. King Arthur is a legendary figure from ancient British folklore and mythology. According to the legends, King Arthur was a British leader who led the defense of Britain against Saxon invaders in the late 5th and early 6th centuries.

To confirm this information, you can refer to historical records and literature that mention King Arthur. The primary written source is a collection of medieval texts called the Arthurian Legends. These texts include works such as "Historia Brittonum" by Nennius, "The History of the Kings of Britain" by Geoffrey of Monmouth, and the "Mabinogion," a collection of Welsh folklore. While these texts are not considered historically accurate, they provide an important insight into the legend of King Arthur.

Additionally, archaeological evidence and place names associated with Arthurian legends can be examined. Sites such as Tintagel Castle in Cornwall, England, and Glastonbury Abbey in Somerset, England, have been linked to King Arthur in folklore and legend.

It's worth noting that the Arthurian legends have been subject to interpretation, embellishment, and adaptation over the centuries, making it challenging to separate historical fact from fiction. However, the general consensus among historians is that King Arthur was not an Anglo-Saxon king.