Hi Dave,
I only just saw this question now. Maybe I can still react anyway.
The anomalies that we are talking about here mean the following: the action functional of a given QFT may turn out to be not quite a function on the configuration space, but instead a section of some line bundle with connection over configuration space. Hence for the theory to make sense, that line bundle with connection must be trivialized, and hence first of all must be trivializable. The Chern class of that line bundle is the the global anomaly, the obstruction to there existing a trivialization of the underlying bundle. It's curvature is the local anomaly, a measure for the obstruction for it to trivialize also as a bundle with connection.
That such anomalous contributions to the action functional appear for heterotic-type super-branes ("spinning branes") comes from the fact that for these the fermionic path integral is not a function on the bosonic configurations, but is a section of the Pfaffian line bundle of the given Dirac operator.
So anomaly cancellation is the process where we identify those constraints on the field content which make these anomaly line bundles become trivialized. This, and the standard references on it, is reviewed here:
http://ncatlab.org/nlab/show/quantum+anomaly
That the anomaly of the spinning particle vaishes if the target space has Spin structure is classical. That the anomaly of the heterotic string vanishes if the target has String structure is due to Killingback and Witten, originally, by an argument that was recently made rigorous by Bunke. See the references at
http://ncatlab.org/nlab/show/differential+string+structure
That the cancellation of the anomaly of the super 5-brane is similarly related to higher topological structures, and the introduction of the term "Fivebrane group" and "Fivebrane structure" is originally due to
Hisham Sati, Urs Schreiber, Jim Stasheff, Fivebrane structures Rev.Math.Phys.21:1197-1240 (2009) (arXiv:0805.0564)
That article also includes a review of the whole story of anomaly cancellation in its section 3.
In the successor
Hisham Sati, Urs Schreiber, Jim Stasheff, Twisted differential string and fivebrane structures Communications in Mathematical Physics (2012) (arXiv:0910.4001)
we develop the full differential geometry corresponding to this. Various related articles with further developments are listed here
http://ncatlab.org/nlab/show/Geometric+and+topological+structures+related+to+M-branes http://ncatlab.org/schreiber/show/differential+cohomology+in+a+cohesive+topos#Subprojects