You're looking for "anchor links". You're trying to do it from within actual posts, but it looks liek you want a list of what you're reviewing at the top so people can go directly to the review in question, intead of using the
<!--nextpage--> tag to scroll through each review one by one.
Do do what you want, you can't use the Visual Rich Editor (well, you *can*, but you'd have to hit the "code" button, and hope it doesn't format what you do! I'd recommend turning it off.)
In the post itself, you'll want to do something like this:
Under the introduction, you'll want to make a list of all of your titles, and wrap then in links:
<a href="films">American Politics and Culture</a>
<a href="war">Suppression and war</a>
And so on.
Then at the titles, you need to set the actual anchor:
<a href="#" name="films"></a>
American Politics and Culture
<a href="#" name="war"></a>
Suppression and War
Alternatively, you could just make categories for this stuff and just add your reviews one by one to each category. That would be a LOT easier. But if you want it all in one single post, then that's the way to do it.