Anthropology in the United States is generally divided into four areas: Linguistics, Cultural Anthropology, Physical Anthropology and Archeology. In Europe, on the other hand, the field of Ethnology embraces cultural studies, while Archeology is more closely linked to studies of pre-history.
Anthropology, in general, is the study of human social behavior. The field overlaps with Sociology and Social Psychology. Some people think anthropologists only study "foreign" cultures, but this isn't the case. In fact, anthropologists often focus on cultural subgroups and social interactions within the U.S.
Archaeologists study past civilizations, primarily those with no historical or written record, relying on the physical relics found in the earth. Physical anthropologists often collaborate with archaeologists in analyzing human (or animal) remains. Recently the role of physical anthropologists in forensic anthropology has become famous thanks to television programs such as C.S.I. Relying on the physical evidence, both archaeologists and anthropologists make deductions about past events. Deductions lead to theories, but in fact we really can't be one hundred percent sure of the validity of our theories. However, radio-carbon dating has allowed some accuracy in measuring age, and Genetic Archeology (using DNA) has led to even more accuracy.
Sometimes linguists collaborate with archaeologists. For example, when archaeologists unearthed the multilingual Rosetta Stone, this stele provided linguists with valuable information for interpreting early Egyptian languages. Stone carvings, ranging from Celtic runes to Mayan hieroglyphics, can be found in many cultures. Linguists and archaeologists collaborate to interpret these written traces of language.
The most famous and important archaeologists were probably the Leakeys, Mary and Louis, and their son Richard. Together they made many important discoveries in Kenya, most notably the bones of "Australopithicus." Thanks to the Leakeys and other archaeologists, we have a better idea of when human evolution actually began.
The work of archaeologists often involves digging in the earth or interpreting remains exposed during excavations. This makes the job quite romantic but usually it's not what "Indiana Jones" has led us to believe. The clues may be sparse and dispersed widely across archaeological sites.
An important sub-category for archeology is called "salvage archeology" this involves surveying a site before bulldozers come through and level the area for building. While frequently nothing is uncovered, important sites have been found in this way. For example, not far from my home in Italy, in the process of building a highway, workers unearthed a major archaeological site. Approximately one hundred Roman farms have been found. The work is still just beginning, but one archaeologist suggested that this site could eventually become as important as Pompeii. Archeology is like treasure hunting you never know what you might find.