A little on the etymology: This word comes from the Greek akoloutheo, which means "to follow." When you put an "a-" in front of a word in Greek (or, in this case, an "an-," since it precedes a vowel sound), that is called an alpha privative, since the alpha prefix negates the word. So "anacoluthon" means "There is nothing following" or "It does not follow" (cf. the Latin non sequitur).
Another derivative of akoloutheo: "acolyte," someone who "follows" the priest around in the chancel.
Al Gore had that Rolling Stone cover that prominently featured his alpha privatives.