The identification of anomalous activities is a challenging and crucially important task in sensor networks. This task is becoming increasingly complex with the increasing volume of data generated in real-world domains, and greatly benefits from the use of predictive models to identify anomalies in real time. A key use case for this task is the identification of misbehavior that may be caused by involuntary faults or deliberate actions. However, currently adopted anomaly detection methods are often affected by limitations such as the inability to analyze large-scale data, a reduced effectiveness when data presents multiple densities, a strong dependence on user-defined threshold configurations, and a lack of explainability in the extracted predictions. In this paper, we propose a distributed deep learning method that extends growing hierarchical self-organizing maps, originally designed for clustering tasks, to address anomaly detection tasks. The SOM-based modeling capabilities of the method enable the analysis of data with multiple densities, by exploiting multiple SOMs organized as a hierarchy. Our map-reduce implementation under Apache Spark allows the method to process and analyze large-scale sensor network data. An automatic threshold-tuning strategy reduces user efforts and increases the robustness of the method with respect to noisy instances. Moreover, an explainability component resorting to instance-based feature ranking emphasizes the most salient features influencing the decisions of the anomaly detection model, supporting users in their understanding of raised alerts. Experiments are conducted on five real-world sensor network datasets, including wind and photovoltaic energy production, vehicular traffic, and pedestrian flows. Our results show that the proposed method outperforms state-of-the-art anomaly detection competitors. Furthermore, a scalability analysis reveals that the method is able to scale linearly as the data volume presented increases, leveraging multiple worker nodes in a distributed computing setting. Qualitative analyses on the level of anomalous pollen in the air further emphasize the effectiveness of our proposed method, and its potential in determining the level of danger in raised alerts.