Adding a cross-reference to a subheading or anchor in another page

Question

How to insert a cross-reference in a reST/Sphinx page to either a sub-header or anchor in another page in the same documentation set?

Answer 1

New, better answer for 2016!

The autosection extension lets you do this easily.

=============
Some Document
=============


Internal Headline
=================

then, later...

===============
Some Other Doc
===============


A link-  :ref:`Internal Headline`

This extension is built-in, so all you need is to edit conf.py

extensions = [
    .
    . other
    . extensions
    . already
    . listed
    .
    'sphinx.ext.autosectionlabel',
]

The only thing you have to be careful of is that now you can't duplicate internal headlines across the doc collection. (Worth it.)