anchor names from headers (Setext and atx)?

[Jeremy C. Reed]

It would be useful if defining headers (either Setext and atx style), if 
Markdown would also generate corresponding anchors:

## This is an H2 ##

would create:

<a name="This is an H2"/>
<h2>This is an H2</h2>

Or something like that.

Or is that available some different way?

Thanks,

  Jeremy C. Reed