The anchor is a very early Christian symbol that has been found in the catacombs. It brings together the cross and the various nautical Christian symbols (fish, boat, dolphin), and it symbolizes Christian hope in Christ.
The anchor is also the symbol of St. Clement of Rome, who tradition says was martyred by being tied to an anchor and thrown into the sea.
We have this hope as an anchor for the soul, firm and secure. (Hebrews 6:17)
-- http://www.religionfacts.com/christianity/symbols/anchor.htm