Video anomaly retrieval aims to localize anomalous events in videos using natural language queries to facilitate public safety. However, existing datasets suffer from severe limitations: (1) data scarcity due to the long-tail nature of real-world anomalies, and (2) privacy constraints that impede large-scale collection. To address the aforementioned issues in one go, we introduce SVTA (Synthetic Video-Text Anomaly benchmark), the first large-scale dataset for cross-modal anomaly retrieval, leveraging generative models to overcome data availability challenges. Specifically, we collect and generate video descriptions via the off-the-shelf LLM (Large Language Model) covering 68 anomaly categories, e.g., throwing, stealing, and shooting. These descriptions encompass common long-tail events. We adopt these texts to guide the video generative model to produce diverse and high-quality videos. Finally, our SVTA involves 41,315 videos (1.36M frames) with paired captions, covering 30 normal activities, e.g., standing, walking, and sports, and 68 anomalous events, e.g., falling, fighting, theft, explosions, and natural disasters. We adopt three widely-used video-text retrieval baselines to comprehensively test our SVTA, revealing SVTA's challenging nature and its effectiveness in evaluating a robust cross-modal retrieval method. SVTA eliminates privacy risks associated with real-world anomaly collection while maintaining realistic scenarios. The dataset demo is available at: [https://svta-mm.github.io/SVTA.github.io/].