With the development of the Internet of Things and the increase of intelligent vehicles, the Internet of Vehicles (IoVs) have been widely used in the information communication such as road and traffic conditions. However, heavy overhead of certificate management, high computing load of identity and message authentication, and the privacy disclosure of vehicle nodes have hindered the development of intelligent transportation. In this study, we propose a certificateless cross-domain anonymous authentication scheme based on blockchain for IoVs. Specifically, the vehicle identity information is authenticated by the first roadside unit (RSU), and transactions are recorded permanently and immutably in the blockchain to reduce the repeated authentication load of other RSUs. To achieve conditional privacy, the trusted authority (TA) generates pseudonyms for each registered user. The relation between the pseudonym and the real identity is kept confidential by the TA and only can only be revealed in case of disputes. Meanwhile, the private key of the vehicle is generated anonymously on the basis of certificateless technology and the pairing-free signature verification. Correctness and security proof demonstrate that our proposed scheme is provably secure and can withstand different types of attacks. A simulation environment has been built to test the packet loss rate and delay of messages in the network. Results show that the proposed scheme is more efficient than the related schemes.