Using as a concrete type conforming to protocol AnyObject is not supported

Why are you trying to use generics? I would suggest doing the following:

import Foundation
import UIKit

protocol MyDelegate : AnyObject {

}

class WeakContainer : AnyObject {
    weak var value: MyDelegate?
}

class ViewController: UIViewController {
    var delegates = [WeakContainer]()
}

There is also NSValue's nonretainedObject

I ran into the same problem when I tried to implement weak containers. As @plivesey points out in a comment above, this seems to be a bug in Swift 2.2 / Xcode 7.3, but it is expected to work.

However, the problem does not occur for some Foundation protocols. For example, this compiles:

let container = WeakContainer<NSCacheDelegate>()

I found out that this works for protocols marked with the @objc attribute. You can use this as a workaround:

Workaround 1

@objc
public protocol MyDelegate : AnyObject { }

let container = WeakContainer<MyDelegate>() // No compiler error

As this can lead to other problems (some types cannot be represented in Objective-C), here is an alternative approach:

Workaround 2

Drop the AnyObject requirement from the container, and cast the value to AnyObject internally.

struct WeakContainer<T> {
  private weak var _value:AnyObject?
  var value: T? {
    get {
      return _value as? T
    }
    set {
      _value = newValue as? AnyObject
    }
  }
}

protocol MyDelegate : AnyObject { }

var container = WeakContainer<MyDelegate>() // No compiler error

Caveat: Setting a value that conforms to T, but is not an AnyObject, fails.

I had the same idea to create weak container with generics.
As result I created wrapper for NSHashTable and did some workaround for your compiler error.

class WeakSet<ObjectType>: SequenceType {

    var count: Int {
        return weakStorage.count
    }

    private let weakStorage = NSHashTable.weakObjectsHashTable()

    func addObject(object: ObjectType) {
        guard object is AnyObject else { fatalError("Object (\(object)) should be subclass of AnyObject") }
        weakStorage.addObject(object as? AnyObject)
    }

    func removeObject(object: ObjectType) {
        guard object is AnyObject else { fatalError("Object (\(object)) should be subclass of AnyObject") }
        weakStorage.removeObject(object as? AnyObject)
    }

    func removeAllObjects() {
        weakStorage.removeAllObjects()
    }

    func containsObject(object: ObjectType) -> Bool {
        guard object is AnyObject else { fatalError("Object (\(object)) should be subclass of AnyObject") }
        return weakStorage.containsObject(object as? AnyObject)
    }

    func generate() -> AnyGenerator<ObjectType> {
        let enumerator = weakStorage.objectEnumerator()
        return anyGenerator {
            return enumerator.nextObject() as! ObjectType?
        }
    }
}

Usage:

protocol MyDelegate : AnyObject {
    func doWork()
}

class MyClass: AnyObject, MyDelegate {
    fun doWork() {
        // Do delegated work.
    }
}

var delegates = WeakSet<MyDelegate>()
delegates.addObject(MyClass())

for delegate in delegates {
    delegate.doWork()
}

It's not the best solution, because WeakSet can be initialized with any type, and if this type doesn't conform to AnyObject protocol then app will crash. But I don't see any better solution right now.