I don't, even when I write positive reviews.
If someone asks me, "Did you review my paper/grant?" I tend to say, "I never say one way or the other."
I think it is tempting to tell colleagues:
"I reviewed X's grant and it was a load of rubbish."
"I reviewed that paper for Nature and rejected it."
"I reviewed that paper for PRL and thought it was brilliant."
"I really liked your grant application and gave it a 5."
I try not to do this.
Even if you don't directly tell someone of a negative review it can get back to them.
On the other hand, I would like to tell people of positive reviews to encourage them.
But, I really don't want them to think I am asking them to return the favour. "I scratched your back. Now you, scratch mine.".
If I say neither yes/no when asked, it keeps people guessing.
So, do you ever reveal your identity?
If someone asks you?
Do you ever offer the information to others?