Lynx stores Bookmark files on your
  local machine. You can update these from within
  Lynx, or with a text editor:
  Updating within Lynx
  
    - The append feature, invoked by pressing an 'a'
    while viewing a document will add the current document or the
    currently highlighted link to your default Bookmark
    file, or to one you select if multiple bookmarks are
    enabled.
- The remove feature, invoked by pressing an 'r'
    when a Bookmark file is being displayed, will remove
    the currently highlighted link.
- You may set and modify the paths and names of your
    Bookmark files and enable or disable multiple
    bookmarks in the Options
    Menu.
Updating with a text editor
  Lynx stores its bookmarks as an HTML file, using an unordered
  list (UL and LI tags). It expects the list
  items to be one per line, without wrapping.