We investigate the heat conduction properties of molecular junctions comprising anharmonic interactions. We find that nonlinear interactions can lead to novel phenomena: negative differential thermal conductance and heat rectification. Based on analytically solvable models we derive an expression for the heat current that clearly reflects the interplay between anharmonic interactions, strengths of coupling to the thermal reservoirs, and junction asymmetry. This expression indicates that negative differential thermal conductance shows up when the molecule is strongly coupled to the thermal baths, even in the absence of internal molecular nonlinearities. In contrast, diode like behavior is expected for a highly anharmonic molecule with an inherent structural asymmetry.Anharmonic interactions are also necessary for manifesting Fourier type transport. We briefly present an extension of our model system that can lead to this behavior.