Override jQuery Mobile page change/show methods to hack in support for #anchor links in the content fragment loaded. Tested with JQM 1.2 to 1.3.2.

gistfile1.js

  <script src="http://code.jquery.com/jquery-1.8.2.min.js"></script>
	<script>
		if (window.location.hash == '#_=_') // Darn it, Facebook
			window.location.hash = '';

		$(document).bind("mobileinit", function(){
			// Enable anchor links to behave like you think they would
			$(document).on('pagechange',function(e,ui){
				$('a[href^="#"]',ui.toPage).on('click',function(){
					var selector = 'a[name="'+($(this).attr('href').substring(1))+'"]',
						target = $(selector).get(0).offsetTop;
					$.mobile.silentScroll(target)
					return false;
				});
			});
			// Allow direct navigation to anchor links
			$(document).on('pageshow',function(e,ui){
				if( window.location.hash.length > 0 ) {
					setTimeout(
						function(){
							var hash = window.location.hash;
							if( hash[0] == '#' )
								hash = hash.substr(1);
							var target = $('a[name="'+hash+'"]').get(0).offsetTop;
							$.mobile.silentScroll(target);
						}, 500);
				}
			});
		});
	</script>
	<script src="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.js"></script>