Are pilots produced but not released? I know in American television production there are pilots that are produced, presumably as a proof of concept, for shows that are never aired. Or, alternatively, as with Sherlock on BBC, the released first episode wasn't the originally produced one. 

Does something similar happen with anime, or are pilots only produced for shows that will definitely air?
Not really, since Most anime's are based on popular manga's already published.
Making a pilot in the US is byproduct of creator's who try to push their show to producers and executives.
If the manga is popular, the anime will no doubt be successful. This is not always the case in the US and Japan. &quot;The Big O&quot; was a miserable failure in Japan, but in the US was well received.