Full disclosure: I have had anal sex before, and I hated it. Clearly, I wasn't doing it right. On the receiving end, I felt zero pleasure, and that feels.
An anal orgasm is exactly what it sounds like — orgasm that's achieved through anal stimulation. We're talking touching, licking, fingering.
The density of nerve endings in the anal sphincter can make anal sex, and an anal orgasm, particularly pleasurable—if you know how to do it.