There are several types of anomaly that you can encounter. Some will chase you, others will infect you and some will just damage your armor and health.
1. Electric Anomaly
Has both static and moving versions. On contact it will destroy your clothes and armor, and will slowly drain your life. It can also follow you for a while.
2. Fire Anomaly
Has both static and moving versions. On contact, it will steadily burn away your health and will sometimes follow you for a while.
3. Water Anomaly
If you get close, this will pull you in and suck the air out of your lungs, slowly draining your health.
4. Black Drops Anomaly
This is static (won't chase you) and on contact will infect you with a neurological disease, which will slowly drain your health. Damage increases as the disease bar fills up; once it's full, it will start dealing more damage.
5. Healing Anomaly
This will slowly restore your health. In critical situations (e.g., with bleeding, debuff, etc.), it can save your life or prolong it.
6. Dark Mirror Anomaly
Moves around randomly. If you get too close, it will pull you in and keep you trapped, applying a high damage over time debuff that can kill you quickly. Sometimes it will destroy all the armors and radiation suit equipped.
7. Teleportation Anomaly
On contact, it will teleport you to an unknown place. Some Teleportation Anomalies can also give radiation sickness, although this is uncommon. An easy one to find is on the beach near the transit point. If you follow the coast left on the bottom island, this anomaly sometimes spawns within the stone ring.
8. Trapping Mist Anomaly
Will pull you in if you get too close, and will drain your health. Be sure to give these plenty of space.