yep crossed anchs and skulls. Crosses were usualy metal or silver with black inlay or stones.

http://www.resist.com/

And Madonna probably picked it up off the black-clad, black-haired postpunk types that would today be referred to as "goths," though they weren't called that at the time. Huge, imposing, and somehow sinister-looking crosses became popular on dark-obsessed bands like Sisters of Mercy, Lords of the New Church, Siouxsie and the Banshees, etc, in the early 80s. I remember a friend's Christian mother lamenting at the time that such bands wore crosses, as she could tell they weren't really wearing them sincerely, only to evoke an atmosphere.