SAS will output an anchor tag, with a name of IDX, with a number after the first item. If that is not sufficent you can have each of the steps wrapped it its own ODS HTML block and insert custom HTML using a DATA NULL step.

filename out 'c:\temp\sas.html';

data _null_;
put '<a name="tab1"></a>';
run;

filename out 'c:\temp\sas.html' MOD; /** Appends output to existing file **/

ods html body=out(notop nobot);
  proc print data=a;
  run;
ods html close;

data _null_;
put '<a name="tab2"></a>';
run;

ods html body=out(notop nobot);
  proc print data=b;
  run;
ods html close;

data _null_;
put '<a name="tab3"></a>';
run;

ods html body=out(notop nobot);
  proc print data=c;
  run;
ods html close;

Another alternative, would be to insert HTML into the title and footer statments;

title '<a name="tab1"><a>';