In the reference, if you click on "Header <boost/any.hpp>" and then click on the "class any" you get there. You are right that it is not directly in the TOC but often a Reference link gets one to the particular classes which make up an implementation. Robert Ramey wrote:

While perusing the documentation for boost::any it seemed tha tthe documentation for the class "any" wasn't there. In fact I did find it by clicking through a highlighted link. I would have expected to find it in the table of contents.