In my assembler the code is broken into independent blocks which allows local labels and for the linker to dead-strip unused code. I had one style of anonymous labels, but have recently adopted a new style based on what I saw in some NES asm source. The similarities to C should be fairly obvious :)

#include "nes.h"  ; insert text of file

extern main       ; accessible to other files
static nmi        ; only visible in this file
static irq

block {
main:
      
:     lda   $2002
      bpl   -     ; previous unnamed label
      
      ; ...
      
nmi:  
irq:  rti
}

block $FFFA {     ; absolute placement
      dc.w  nmi
      dc.w  main
      dc.w  irq
}

The dead-stripping is feature is very useful as it allows common routines to be all in one file, in separate blocks, without having unnecessary ones linked in. When I had the assembler targeted for a PIC microcontroller with flash memory, I wrote a linker which only updated the flash memory with modified blocks. This sped up reprogramming and reduced the number of erase cycles.