Methods and devices are provided for anchoring suture to bone. In one exemplary embodiment, a suture anchor is provided that includes one or more bone-engaging surfaces features and an external sidewall. The external sidewall can allow a suture coupled to the suture anchor and located between the anchor and bone to be movable relative to the suture anchor, even when the suture anchor is partially or fully disposed within a bone hole. Suture threaders and suture anchor drivers are also provided that can be used with the various methods and devices disclosed herein, or with other methods and devices known in the art.