Having anal sex is haram. Extremely haram.
“If anyone [resorts to a diviner and believes in what he says (according) to the version of Musa) or] has intercourse with his wife (according to the agreed version) when she is menstruating, or has intercourse with his wife through her anus, he has nothing to do with what has been sent down to Muhammad.” — Narrated by Abu Hurairah, Book of Divination and Omens, Sunan Abu Dawood, 3895.
“Allah is not shy to tell you the truth: do not have intercourse with your wives in the anus.”—Narrated by Ahmad, 5/213
“On the day of resurrection, Allah will not look at a man who had intercourse with his wife in her anus”—Narrated by Ibn Abi Shayba, 3/529; narrated and classed as sahih by Sunan al-Tirmidhi, 1165
“[Make love to your wife] from the front or the back, but avoid the anus and intercourse during menstruation” — Reported by Ahmad and Sunan al-Tirmidhi
“He who has intercourse with his wife through her anus is accursed”—
Narrated by Abu Hurairah, Book of Marriage, Sunan Abu Dawood 2157
“If you find someone doing the deed of the people of Lot, then execute the doer and the one to whom it was done.” reported by Ibn Abbas, Book o Legal Punishments, Sunan al-Tirmidhi, Book 17, Hadith 40 [Number 1456], classed as hasan.
“Verily, what I fear most for my nation is the deed ofthe people ofLot.”
Narrated by Jabir, Book of Legal Punishments, Sunan al-Tirmidhi, Number 1374, classed as hasan
Scholar differ on whether this applies only to anal sex or even to things like sticking fingers there. I would recommend playing it safe and not inserting anything into the anus. There are simply too many things which are perfectly halal to risk doing something so strongly condemned.
