MATCH-ANCHORED should be of the form: (MATCHER PRE-MATCH-FORM POST-MATCH-FORM MATCH-HIGHLIGHT …) where MATCHER is a regexp to search for or the function name to call to make the search, as for MATCH-HIGHLIGHT above, but with one exception; see below. PRE-MATCH-FORM and POST-MATCH-FORM are evaluated before the first, and after the last, instance MATCH-ANCHORED’s MATCHER is used. Therefore they can be used to initialize before, and cleanup after, MATCHER is used. Typically, PRE-MATCH-FORM is used to move to some position relative to the original MATCHER, before starting with MATCH-ANCHORED’s MATCHER. POST-MATCH-FORM might be used to move back, before resuming with MATCH-ANCHORED’s parent’s MATCHER.”
– Docstring from Hell (‘font-lock-keywords’)

You can find examples of font-lock expressions in AddKeywords and GenericMode.

Every Element has one of the following forms:

Highlight REGEXP with FACE
Highlight group N in REGEXP with FACE
(REGEXP (N1 FACE1) (N2 FACE2) (N3 FACE3) …)
Highlight group Ni in REGEXP with FACEi

Here is an example for elisp. Assume you want to highlight the expression that explicitly loops over a list. If you never want to break out of the loop, or if you are using the CommonLisp package, you might use dolist. If not, however, it might look something like this:

    (while lst
      (setq item (car lst)
            lst (cdr lst))

We now want to highlight “item”, and the three following lst instances within the setq. The following uses a long and complex regexp built using the ReBuilder.

Note that \\( and \\) do the grouping, and that \\sw matches a word character, and \\s_ matches a symbol character. Thus, \\(\\sw\\|\\s_\\)+ matches a variable name. [ \t\n]* matches whitespace including newlines.

    (font-lock-add-keywords 'emacs-lisp-mode
	 '(("\\(\\(\\sw\\|\\s_\\)+\\)[ \t\n]*(car[ \t\n]*\\(\\(\\sw\\|\\s_\\)+\\)[ \t\n]*)[ \t\n]*\\(\\3\\)[ \t\n]*(cdr[ \t\n]*\\(\\3\\)[ \t\n]*)"
	    (1 'font-lock-variable-name-face)
	    (3 'font-lock-keyword-face)
	    (5 'font-lock-keyword-face)
	    (6 'font-lock-keyword-face))))