Wolfie posted this in his thread but its helpful here too.
From Wikipedia
Anal orgasm
An anal orgasm is a sexual climax brought on through anal stimulation, either from an inserted finger, penis, tongue, or sex toy. Some men and some women, though not all, are able to achieve an anal orgasm, resulting in a complete or incomplete sexual climax.
A woman may come to orgasm, without actually stimulating the anus, by stimulation of the buttocks and anal cleft with the tongue.[citation needed] More typically, however, stimulation of the G-spot through the wall shared between the vagina and the rectum, from a sex toy, finger or partner's penis, may bring about an orgasm. This is often greatly facilitated through additional manual stimulation of the clitoris. Anecdotal evidence suggests that some women experience an anal orgasm as qualitatively different from a clitoral or vaginal orgasm, though for many others the distinction is less clear.
In both sexes pleasure can be derived from the nerve endings around the anus and the anus itself. Hence, anal-oral contact can still be pleasurable without stimulation of the clitoris. Also, the anal orgasm has nothing to do with the prostate orgasm, though the two are often confused.