The JAMA and Disease Control sites cited above by Catspaw and Mark Cohen are authoritative. Anthrax is in scattered pockets in animal-infected soil across USA and Canada (and around the world), but rare even in rural areas. Be aware of reports of any problems in your area (farmers and livestock raisers are aware). Here in western Canada where there are game farms (mostly elk and buffalo in our area) we worry about our livestock being infected. Newspapers and TV always report when alerted by health authorities. Call 911 if faced with possible exposure. (If treated early, there is little chance of death or serious illness. The bacterium is a spore former, hence the problem with inhalation. Wash with soap and water (anti-bacterials should not be used unless you are in the cattle etc. business because they help to develop treatment-resistant mutant strains). Above all, don't worry unduly. Chances are more likely that you will strangle on a peanut.
The problem is the kooks who put foot powder in an envelope and send it just to cause panic. I never open email from an unknown source, and like WYSIWYG, be careful of unsolicited packages and letters- they probably are from someone trying to do you out of some money anyway.