Anchor is a game of claiming territory by surrounding it with your stones. In that, it is similar to the classic game of Go. The life/death of a group is decided differently though - in Go, a group is alive by having eyes; here, a group is alive by connecting to three edges (or in certain cases, two).
The game is played on a hex grid. For complete rules, variants, and a couple of puzzles, see the author's webpage at http://home.fuse.net/swmeyers/anchor.htm