There's an action hook triggered in admin.php called 'admin_action_'.$_REQUEST['action']. Unfortunately, it's a bit useless for plugins as it's triggered at the very end of admin.php, after everything's loaded on the page (even the footer).
Does anyone know why it's there, why in that silly position and if anything is using it internally?
Via the "Annotate" function the the Trac, you can see that this was added three years ago, after the request for a generic POST handler that plugins can use.
Google code search tells me that at least Akismet uses this hook, and it appeared there at the time it was introduced in core. It works by calling admin.php directly (and not the plugin page). From there it can just do a redirect at the end. The trick is thus to call admin.php?action=your_action, other URLs are not guaranteed to work.
Many (but not all) admin pages include admin.php, as a sort of initialization. In this case your action would be fired before any output is sent, because the admin page includes admin-header.php after admin.php. This won't work on every admin page: not all of them include admin.php, and others have checks for "rogue" action query variables, and give you a "Are you sure you want to do that?" warning (due to missing nonces?). For a plugin page admin.php does everything: it displays the header (unless the noheader query variable is in the URL), calls your page, and displays the footer (unless you called exit() in your code!). admin.php then calls exit() itself, so the admin_action_ hook is not even called there.
admin.php even calls exit before this action is reached, so it is not called at all.
Commented
Feb 28, 2011 at 18:35
noheader qv is a good hint, too. Thanks for digging that up.
admin.php gets included in many (but not all) admin pages put me on the wrong track. This hook only works when you call admin.php directly. I have updated this answer, and now I know enough to answer your related question!
Commented
Feb 28, 2011 at 19:31