The Center for Disease Control has a section on infectious diseases with detailed information, including maps, images and fact sheets. Anthrax is a bacteria. It has a spore form that makes it extremely resistant to the environment. It is highly infectious and lethal when inhaled. An anthrax vaccine does exist, but is not readily available.
Smallpox is a virus.
It is highly contagious, transmits through the atmosphere very easily and has a high mortality rate. A worldwide vaccination program eliminated smallpox in the 1970s. Both the United States and the former Soviet Union officially maintained small quantities of the virus at two labs. However, there is the suspicion that it may have been or is still researched and developed at other labs either within Russia or in other countries, thus increasing the concern of smallpox being used as a biological weapon. Plague is a bacteria that is highly contagious.