In this paper, we consider a general bi-directional relay network with two sources and N relays when neither the source nodes nor the relays know the channel state information (CSI). A joint relay selection and analog network coding using differential modulation (RS-ANC-DM) is proposed. In the proposed scheme, the two sources employ differential modulations and transmit the differential modulated symbols to all relays at the same time. The signals received at the relay is a superposition of two transmitted symbols, which we call the analog network coded symbols. Then a single relay which has minimum sum SER is selected out of N relays to forward the ANC signals to both sources. To facilitate the selection process, in this paper we also propose a simple sub-optimal Min-Max criterion for relay selection, where a single relay which minimizes the maximum SER of two source nodes is selected. Simulation results show that the proposed Min-Max selection has almost the same performance as the optimal selection, but is much simpler. The performance of the proposed RS-ANC-DM scheme is analyzed, and a simple asymptotic SER expression is derived. The analytical results are verified through simulations.