He wants to make a commission. If you know the name of the company then you can apply for the job. They will not pay him, if you are are able to submit your resume directly to the company.
He also wants your resume so he can shop your skills to other companies or for other positions. Some will even insist on a softcopy so they can tweak it to match their style or add their company name to the document. Some recruiters have been known to make major modifications to make potential employees look more appealing to postential companies.
There is also a chance that the company that has the position doesn't want to identify themselves, but the more likely situation is to save the commission.