I've never actually used a femidom, I've just heard a bit of stuff from people who should know what they're talking about.
Femidoms can be worn vaginally or anally by the receiving party, used that way the receiver feels less friction, which can be good for anal.
I met a man who liked to wear femidoms himself (externally), and said that they're even sold without the ring as EZ-on. In that way you can also use them for vaginal or anal sex.