Anthropology is the study of humans and primates. An Anthropology Major will study how groups live with each other and how their bodies and cultures have changed over time.
An anthropology major can be useful in careers dealing with cultural variation, including positions in local, state, and Federal agencies dealing with issues such as alcoholism, drug addiction, child abuse, and aging, to name only a few. For similar reasons, an anthropology background can be useful in business careers, such as advertising, market research, and sales. The focus of anthropology on both culture and biology is useful for careers in health professions. While a background in anthropology can be useful in a variety of careers, it is not usually thought of this way by many employers--you'll have to make the case for how your background fits a particular job.