I previously mentioned the possibility that jpeg metadata could cause problems with your cropping, revealing sections of photos that you did not want to make public. Another risk that people should be aware of relates to the particular ‘signatures’ of the digital sensors inside cameras:
If you take enough images with your digital camera, they can all be compared together and a unique signature can be determined. This means that even when you think that you are posting a photo anonymously to the internet, you are actually providing clues for the government to better tell who you are. The larger the sample size of images they have, the easier it is them to track down images coming from the same camera. Once they know all the images are coming from the same camera, all they then have to do is find that camera and take a picture to confirm it beyond a reasonable doubt.
The possible implications are considerable. This technique could be used in crime fighting, though also in tracking down human rights campaigners and other enemies of oppressive states. While the linked page lists some techniques for removing the tell-tale signs, there is no guarantee they will work against any particular agency or individual who is trying to link a bunch of photos to one camera or photographer.
The take-home lesson is that anonymity is very hard in a world where so many tools can be used to puncture it.