Oh lord, all this talk about Chemistry is taking me back. To get technical, a sacrificial anode is not necesarily a softer metal than the base metal it is supposed to protect. Gold is a very soft metal, but does not make a good sacrificial anode. When 2 different metals are in contact with each other in the presence of an electrolyte (i.e. salt water) one metal tends to become an anode, the other a cathode. Iron tends to be at the middle of this scale, metals such as Sodium, Aluminum, and Zinc are above iron, and tend to act as anodes in the presence of iron. Metals such as copper, nickel, tin, gold, and lead are below iron on the scale, and will make the iron act as an anode. Aluminum and Zinc are used as protective coatings on steel for this reason, they are inexpensive metals that oxidize away, and protect the iron beneath them. Aluminum and Zinc work well due to the fact that their oxide coatings when they corrode tend to seal their surfaces, inhibiting further corrosion. In an immersive environment, these metals tend to corrode quickly. In a marine or other corrosive environment, such as a boiler, provisions are made to easily replace the sacrificial anodes. Once they are gone, the metal is unprotected. An example of this would be a piece of guardrail or galvanized fencing exposed to weather. For many years, the zinc coating protects the metal, but eventually the zinc wears away, and the metal rapidly corrodes. Chromium is actually slightly more active than Iron, but it forms a very thin, but hard oxide coating on its surface.
Metals such as copper, nickel, tin, and lead are sometimes applied as coatings on iron as well, but they rely on an unbroken surface to protect the metal beneath. Once the coating is pierced, the iron underneath will start to rust. This is what happens when say a nickel plated fastener or a tin can is left in the weather. Water gets into the cracks and corrodes the iron underneath.
The chemistry gets complicated when we start dealing with alloys. With 2 metals present, it presents a built-in opportunity for serious problems, and also opportunities to make corrosion resistant metals, such as Stainless Steel. An example of this was in the '20s and '30s, when White Metal first became popular as a material for die casting things like small radio parts, toys, and car emblems. They would soon get brittle, or expand and crack all by themselves. Even steel has this problem, many cars built in the '60s and '70s without adequate attention to the steel they were built with. Many early Japanese cars were built with melted down scrap steel from wherever, and different pieces were built from steel of different alloys. Often this set up rapid corrosion, and is why you see few old Celicas, 240Zs, and so on, as potentially collectible as they might be. They almost all rusted away, often before their mechanicals wore out.