I've always made use of fragment identifiers when designing the architecture of a site. It provides one click access to something specific or a function within a document. I also make use of a Back to previous function so that when you are following fragments, you can quickly jump back and forth between them.
I do utilize the id attribute as opposed to the deprecated name attribute. I label the ids exactly like the name of their destination/function.
Do you use fragment identifiers? If so, how do you use them and how have they helped the user experience?
Oh, I would also like to point out that anytime you are referencing a "root" level page such as index.html or default.asp, you can back the URI up to the trailing forward slash and append your fragment identifier at the end. So, this... http://www.example.com/index.htm#foo http://www.example.com/sub/index.htm#foo