Anomalies are well known energy phenomena located in The Zone.
There are many dangerous areas in the Zone, some of which were purposefully corrupted as part of the C-Consciousness experiment. Each and every anomaly has different effects upon the player. Almost all of them are dangerous and eventually fatal, with the notable exception of the Space Anomaly.
In game, anomalies appear alone or in clusters. The player is always carrying a detector which beeps when anomalies are near. The higher the frequency of beeps, the closer the anomaly. In anomaly-heavy areas, an extra precaution is to throw metal bolts, of which the player has an infinite amount. Note that metal bolts only help to reveal the anomalies, not remove them (although a few anomalies can be passed through without danger immediately after tossing a bolt at them).
Artifacts are formed in anomalies. Certain artifacts are spawned by certain anomalies. In S.T.A.L.K.E.R.: Clear Sky, artifacts are rarely found anywhere but in thick clusters of anomalies and are easily uncovered by using a detector.
After the second Chernobyl disaster, the Zone was littered with spots where the laws of nature and physics had been corrupted. These small oddities are called anomalies. They are hazardous, often deadly, towards human beings and other creatures as they can deliver electric shocks or burn, corrode and distort physical objects. Most anomalies produce visible air or light distortions, so their extent can be determined by throwing anything that is made of metal, like bolts, to trigger them. The anomalies seem to emit a powerful magnetic field, so it is logical to assume that the anomalies are triggered by anything made of metal that enters the magnetic field. Because vertebrate life on earth has iron-based blood, those creatures with enough body mass are capable of triggering the anomalies.