as of now, the only handy & working solution that i have heard of seems to be the work-around posted by sharknca in 2009 (there are other work-arounds described here, but they seem to be a bit less straight-forward):
get the iWork application (pages, numbers, keynote) to enter the link into the link inspector url field for you, as opposed to typing or pasting it into the link inspector url field yourself
- paste the link text into the body of the document — e.g. http://en.wikipedia.org/wiki/IWork#cite_note-0
- select the link text
- in the link inspector, add a check to enable as a hyperlink — the url is automatically populated (with http://en.wikipedia.org/wiki/IWork#cite_note-0)
- with the link text http://en.wikipedia.org/wiki/IWork#cite_note-0 still selected, type whatever text you want to represent the link, e.g. iWork
now if you click the link, in this case the word iWork, it will honor the anchor
the underlying problem seems to be that iWork insists on url-encoding the anchor link, thus changing "#" to "%23"