因为在评论中提到了MultiMarkdown作为一个选项。

在MultiMarkdown中，内部链接的语法很简单。

对于文档中的任何标题，只需以这种格式给出标题名称[heading][]以创建内部链接。

阅读更多:MultiMarkdown-5交叉引用。

Cross-References An oft-requested feature was the ability to have Markdown automatically handle within-document links as easily as it handled external links. To this aim, I added the ability to interpret [Some Text][] as a cross-link, if a header named “Some Text” exists. As an example, [Metadata][] will take you to # Metadata (or any of ## Metadata, ### Metadata, #### Metadata, ##### Metadata, ###### Metadata). Alternatively, you can include an optional label of your choosing to help disambiguate cases where multiple headers have the same title: ### Overview [MultiMarkdownOverview] ## This allows you to use [MultiMarkdownOverview] to refer to this section specifically, and not another section named Overview. This works with atx- or settext-style headers. If you have already defined an anchor using the same id that is used by a header, then the defined anchor takes precedence. In addition to headers within the document, you can provide labels for images and tables which can then be used for cross-references as well.

这可能是过时的线程，但创建内部文档链接markdown在Github使用… (注意:小写#title)

# Contents
 - [Specification](#specification) 
 - [Dependencies Title](#dependencies-title) 

## Specification
Example text blah. Example text blah. Example text blah. Example text blah. 
Example text blah. Example text blah. Example text blah. Example text blah. 
Example text blah. Example text blah. Example text blah. Example text blah. 
Example text blah. Example text blah. 

## Dependencies Title
Example text blah. Example text blah. Example text blah. Example text blah. 
Example text blah. Example text blah. Example text blah. Example text blah. 
Example text blah. Example text blah. Example text blah. Example text blah. 
Example text blah. Example text blah. 

这是一个很好的问题，所以我修改了我的答案;

可以使用- #，##，###，####创建到任何大小的标题的内部链接 我在下面创建了一个简单的例子… https://github.com/aogilvie/markdownLinkTest

在Markdown规范中没有这样的指令，抱歉。

除了以上的答案，

当在YAML头中设置选项number_sections: true时:

number_sections: TRUE

RMarkdown会自动为你的章节编号。

要引用这些自动编号的部分，只需在您的R Markdown文件中放入以下内容:

(我的部分)

Where My Section是Section的名称

这似乎不管section级别都有效:

#我的部分

##我的部分

###我的部分

在pandoc中，如果在生成html时使用——toc选项，将生成一个包含到章节的链接的目录，并从章节标题返回到目录。它类似于pandoc编写的其他格式，如LaTeX、rtf、rst等。对于命令

pandoc --toc happiness.txt -o happiness.html

这里有一点降价:

% True Happiness

Introduction
------------

Many have posed the question of true happiness.  In this blog post we propose to
solve it.

First Attempts
--------------

The earliest attempts at attaining true happiness of course aimed at pleasure. 
Soon, though, the downside of pleasure was revealed.

将产生这个作为html的主体:

<h1 class="title">
    True Happiness
</h1>
<div id="TOC">
    <ul>
        <li>
            <a href="#introduction">Introduction</a>
        </li>
        <li>
            <a href="#first-attempts">First Attempts</a>
        </li>
    </ul>
</div>
<div id="introduction">
    <h2>
        <a href="#TOC">Introduction</a>
    </h2>
    <p>
        Many have posed the question of true happiness. In this blog post we propose to solve it.
    </p>
</div>
<div id="first-attempts">
    <h2>
        <a href="#TOC">First Attempts</a>
    </h2>
    <p>
        The earliest attempts at attaining true happiness of course aimed at pleasure. Soon, though, the downside of pleasure was revealed.
    </p>
</div>

是的，markdown确实做到了这一点，但你需要指定名称anchor <a name='xyx'>。

一个完整的例子，

这就创建了链接 (任务)(#任务)

在文档的其他地方，您创建了命名锚(不管它叫什么)。

<a name="tasks">
   my tasks
</a>

注意，你也可以把它环绕在标题上。

<a name="tasks">
### Agile tasks (created by developer)
</a>