Non coitus sexual activity and the brain
The first question is, what is normal human sexual behavior. The answer to this changes over time. For example, a hundred years ago masturbation was thought to cause physical degeneration and be a sin, today it is perceived as healthy, even recommended. Research shows that adolescent girls who masturbate have more and stronger orgasms as adults.

So, if anal sex is normal, then there should not be any basic difference in how the brain processes this from vaginal coitus. The difference between different normal sexual practices should be like that between different words that you hear (as compared to non-verbal sound, which should be processed differently). Maybe anal and oral sex where processed differently a hundred years ago or in different cultures. I don't know of any research into this, but maybe there is.

Paraphilias like fetishes, pedophilia, incest, voyeurism and other "deviant" sexual behavior have not been well researched. There are many psychodynamic and cognitive theories of paraphilias, but since you ask for the brain, I'll focus on biological theories here. The following is taken from the chapter on paraphilias in Davison &amp; Neale, Abnormal Psychology.


Since most paraphiliacs are men, it has been theorized that androgen plays a role in the etiology of paraphilias. Research into hormonal differences between paraphiliacs and normal people have had ambiguous results.
Sadism and exhibitionism appear to be caused by malfunctions of the temporal lobe (Mason 1997; Murphy, 1997).
Life experiences (like childhood abuse) are seen as the most important factor in a complex net of causes.


Besides psychological therapies of paraphilias (that will obviously influence the brain), there are biological therapies:


castration: results were highly ambiguous, so this therapy has been largely abandoned
medroxyprogesterone acetate lowers the testosterone level in men, cyproterone acetate lowers the androgene level, both reduce sexual appetency: this works in many paraphiliacs, but when they stop taking the medication the symptoms return; also, the substances can cause infertility and diabetes


As you can see, that's not much, and only two articles deal with the difference in brains. There may be more in recent articles.



The sources for the temporal lobe malfunction:

Mason, F. L. (1997). Fetishism: Psychopathology and theoriy. In D. R. Laws &amp; W. O'Donohue (Eds.), Sexual Deviance (pp. 75-91). New York: Guilford.

Murphy, W. D. (1997). Exhibitionism:  Psychopathology and theoriy. In D. R. Laws &amp; W. O'Donohue (Eds.), Sexual Deviance (pp. 22-39). New York: Guilford.