Go to System Preferences > Keyboard & Mouse > Keyboard Shortcuts. Then click on "Universal Access" and select "All controls" radio button to enable tabbing through form elements of a web page. Anchor links are skipped when tabbing through a page. When tabbing through a page with form elements and anchor links, form elements such as text inputs, areas, select lists receive focus. However, if there is a link next to the form element it is skipped. If you are tabbing through a non form page, anchor links are just skipped altogether. Anchor tags SHOULD be able to receive focus by tabbing with your keyboard.
I believe you must go to Safari Preferences, click on the Advanced icon, and check "Press Tab to highlight each item on a web page". Otherwise, Option-Tab will highlight each element on the page.