A great number of rust fungi exist, each specific to a certain plant: hollyhock rust, for example, won't bother roses, and rose rust won't infect hollyhocks. Other susceptible plants include pine, fir, hawthorn, fuchsia, geranium, snapdragon, asparagus, some beans, onion, blackberry, fig, pear, and lawn grasses.
It's easy to identify rust; just turn a leaf over and look for powdery orange or brown pustules (the pustules are also sometimes purple, red, white, or black). If the problem is left untreated, pustules cover leaf undersides and show on the upper surfaces as yellow mottling. Entire leaves may turn yellow and drop.
To combat rust, buy resistant varieties. Because rust spreads fastest in wet conditions (leaves must be wet for at least 4 to 5 hours for spores to germinate), you can minimize spread by curtailing overhead watering. Remove and discard the rustiest-looking leaves; dispose of infected leaves that drop to the ground, and clean up all debris in fall. Sulfur and summer oil may help (do not apply them simultaneously; the combination is toxic to plants).
Chemical controls include chlorothalonil, triadimefon, and triforine (especially on roses).