Clustering based on vibration responses, such as transmissibility functions (TFs), is promising in structural anomaly detection. However, most existing methods struggle to determine the optimal cluster number, handle high-dimensional streaming data, and rely heavily on manually engineered features due to their shallow structures. To address these issues, this work proposes a novel clustering framework, referred to as Dirichlet process-deep generative model-integrated incremental learning (DPGIIL), for online structural anomaly detection, which combines the advantages of deep generative models (DGMs) in representation learning and the Dirichlet process mixture model (DPMM) in identifying distinct patterns in observed data. Within the context of variational Bayesian inference, a lower bound on the log marginal likelihood of DPGIIL, tighter than the evidence lower bound, is derived analytically, which enables the joint optimization of DGM and DPMM parameters, thereby allowing the DPMM to regularize the DGM's feature extraction process. Additionally, a greedy split-merge scheme-based coordinate ascent variational inference method is devised to accelerate the optimization. The summary statistics of the DPMM, along with the network parameters, are used to retain information about previous data for incremental learning. For online structural anomaly detection, DPGIIL can not only detect anomalies by dynamically assigning incoming data to new clusters but also indicate different structural states using distinct clusters, thereby providing additional information about the operating conditions of the monitored structure compared to traditional anomaly detectors. Three case studies demonstrate the dynamic adaptability of the proposed method and show that it outperforms some state-of-the-art approaches in both structural anomaly detection and clustering.