It can be caused by a variety of factors, but the most common are full or infected anal glands or a tapeworm(s).  Anal glands usually empty when a dog defecates.  However, they are sometimes unable to empty and your dog will feel a constant, itchy pressure.  When tapeworm segments are passed, they can cause an itching sensation.  You will need to visit your veterinarian for an anal gland expression, treatment for the tapeworm(s) or an exam to rule out other, more serious problems such as polyps or tumors.