According to web standards you aren’t allowed to put block elements into inline elements.
As h1 is a block element and a is an inline element the correct way is:
<h1><a href="#">This is a title</a></h1>
Here is a link so you can learn more: w3 Visual formatting model
However, there is an exception that in HTML5 it is valid to wrap block-level elements (like div, p or h*) in anchor tags. Wrapping block-level elements in inline elements other than anchors still goes against the standards.