Many of these spots aren't really advertised, but they do exist. I'd suggest sending a CV and cover letter explaining what you're looking for to every program except those where you would rather wait out a year than go there in 06. You can get all the addresses from FREIDA on line, and create a form letter in Word that will do it all for you. I've known people who have done this and got spots. I also know someone who did it for another specialty and got calls and letters a year later (actually about 1 month into PGY-2) about a spot that had suddenly opened up.
FREIDA says there are 129 anesthesia programs. Let's say postage, envelope, and paper costs $0.50 per program. That's $65 and a few hours of your time to cover them all. That's a small price to pay if you end up getting a spot--especially if you avoid having to go through the match, excess interviews, etc.
It's not too late, but you should start now if you're going to do it.