Well, I'm Anglican, and technically, private confessions are an option. However, I've never heard of anyone actually doing this, and lovely as my vicar is, I'm not sure I could bring myself to approach him with my sins without the gurantee of the seal of the confessional.
I've been betrayed badly in the past by a Christian leader whom I decided to trust. Bluntly, I'll never do it again...until I become Catholic, of course (though while the pull to Rome is strong, the Tiber is still so flippin' wide, if you get my metaphor).