The <a> tag as anchor is a HTML thing, not a markdown thing (though it works because the markdown gets translated into HTML anyway)
To clarify, I support the idea of [text](#anchor) for linking to anchors, I was just lamenting the lack of a markdown-y way of making an anchor to link to.
@death.au I know it’s HTML, and that is the beauty of many markdown apps: they support HTML elements too, as does Obs. Unfortunately Obs does not support the anchor one - yet (?).
+1 on this. Having all headers automatically get an anchor tag would be incredibly useful, if only to be able to link to a specific section within a document. It’s already supported by GitHub Flavoured MarkDown - https://gist.github.com/asabaylus/3071099
I want to reiterate that this is planned and a priority for us.
We will have [[#heading]], just like we have [[note#heading]],
and we will have more tools to manage references nicely.
Amazing, thank you. I’ve fallen in love with Obsidian within a day of starting with it.
I am very interested in this, and I hope to find a way to link anchor style between documents too! It would be amazing!
What the OP requested has already been implemented.
Is there an option you need to switch on for this?
I’ve tried everything mentioned, the only thing that works for me is using HTML for both ends of the named reference.
<a href="#TemplateClass">Template class</a>
<a name="TemplateClass"></a>
Obsidian 0.8.1
Not sure if I understand your issue, but it is possible to link to a header in the current note by doing [[#headername]].
When you start typing, at [[# you’ll be presented with a list of all the headers in that note. You can click on the one you want.
Thank you @Klaas, typing [[# and choosing from the list worked for me.
How do you make it so the link doesn’t display as #headername ?
I don’t know if that’s possible. Maybe you should ask in the #general channel.
Robert, I just discovered that you can do this:
[[note name#header|some text]], which will then display as some text. Note the pipe character between “header” and “some text”
I believe that’s what you meant with your last question?
Just discovered the ability to link to headers within the document and piping to name it. I’m in love with this baby.
Ray
Installed today, this was the one feature I was missing. Glad to hear you’re on it! 
Thanks so much for implementing the ability to jump to headings – Obsidian is wonderful.
This is amazing. I am 99% happy with Obsidian. It’s seriously awesome, in the original meaning.
Yes, glad that this feature exists!
I have noticed that block links within a note don’t work beyond a certain point if the document is very long. When clicking ^ to scroll through the note the pop-up display ends prematurely. This problem did occur with external notes but was fixed.
This is not a bug ^ is not expected to provide an complete list of all possible blocks. It’s just autocomplete suggestion.