We analyze the supersymmetric contributions to the anomalous magnetic moment
of the muon (a_\mu) in the framework of pure and gaugino-assisted anomaly
mediation models, and gaugino mediation models. In the last two models the
gauge multiplets propagate in the higher dimensional bulk, providing a natural
mechanism for solving the problem of negative squared slepton masses present in
the pure anomaly mediation models. In the light of the new BNL results for
a_\mu, we found that the pure and gaugino-assisted anomaly mediation models are
almost excluded by the BNL constraints at 2\sigma level when combined with CLEO
constraints on b->sg at 90 % of C.L. In contrast, the gaugino mediation models
provide extensive regions in the SUSY parameter space where both of these
constraints are satisfied.Comment: 12 pages, 4 figures, added discussion on neutralino-nucleon cross
section, minor change
