An Anchor is a large heavy metal weight used to keep a ship tethered to a point when at sea.
The Anchor object appears only in Thief II and is a junk item, only serving only as a distraction tool or background object.
It can only be found in The Wayside docks and Markham's Isle along with other maritime miscellany such as the Sextant, Diver's Helmet, Navigator's Compass and Chart Compass.
None of the vessels seen in T2 appear to have anchors.