Anal Play is a broad term which can define any stimulation, penetration, or even torture of the anal area for sexual gratification. Obviously, anal sex and manual stimulation (finger penetration) of the anus fall into this category, but some people also enjoy anything from anal stretching and enema play to electrocution of the anus, as well as bizarre object insertion, anal piercing and many other practices; anal play is extremely subjective because of the area's sensitivity, so those who practice it often come up with very specific ways in which to enjoy the stimulation.
The tissue of the rectum is naturally very stretchy, but is also very delicate and prone to small tears. Naturally, this can make it very easy to spread any STI or even the more severe HIV and AIDS. Whenever there will fluid swapping in this area, is is extremely advisable that safe sex be practiced.