Sociology and Anthropology both study human society, how societies are organized and how humans interact and behave within them. The difference is in how all of this is studied. Anthropology and forensic anthropology can be seen as more oriented to the biological, historical, and holistic nature of human society and interaction, while Sociology looks at the entire spectrum of human interaction, social structure and social organization with interest in quantitative analysis of the causes and effects of individual and group activity. Sociology looks at groups, from small to global in scope, while Anthropologists work closely or even live with groups and societies in order to study the holistic enterprise of human action and interaction.
Both fields are integrated into the other social sciences and are, in fact, provide the origins of many of them. These include environmental anthropology and sociology, womens studies, political science and hundreds of other specialties. Both fields have descendant fields that integrate with the hard sciences such as forensic anthropology, medical sociology, criminology, social work, and archeology. But graduates in both fields may end up in widely varied positions including the civil service, policy development and analysis, the military, banking and finance, human services and human resources.
Both fields share some detailed interests in the same theory, methods, historical backgrounds, and scientific approaches. It is important that the student of both fields remain aware that the individual is not the key unit of study, since the individual is a product of the society, which, in turn is not the product of the actions of any one individual. Psychology is more appropriate for study of the individual.
Sociology and Anthropology are also highly understanding of the fact that some aspects of human life and society cannot be studied in the same ways that are dictated by the "hard" scientific approaches. In most cases, there is no testing under strictly controlled conditions, where results can be replicated.
Both fields reject arguments that are solely based on human nature as the sole or overriding causative factor in a situation. It is overall society and it's cultural influence and how it affects the nature of the human that is of interest to sociologists and anthropologists. While all causation as dependent upon individual action is rejected, neither field allows slacking off with over broad argumentation, such as society is entirely the cause of a person's actions, either.
Both fields consider that some aspects of human behavior, culture and action may have nothing to do with the group or society as a whole, and seek to understand how people who form into social groups, or huge societies work, live, develop their thoughts, beliefs, norms and values.