The Aun also released anthrax spores from a Tokyo high-rise rooftop in 1993 -- don;t think there was any affect. However a gas mask -- or even a surgical mask would have helped in the case of spores, no?
In the Bhopal industrial accident they say that water-wetted cloths worn over the nose and mouth would have reduced alot of the carnage.
Anthrax is a biological weapon not a chemical type. The sole portal of entry there is inhalation, so yes, any sort of mask would help.
The Bhopal incident was really an industrial accident of huge volumes of a corrosive gas. It wasn't designed to kill folks. Wet towels work there, they also work in a housefire to prevent death by smoke inhalation. The problem with Bhopal was that the wet towels protected the mouth and lungs, but they didn't protect the eyes. Contact with the fumes almost instantly destroyed the eyeballs and so the victims stumbled around until the fumes made their way into the lungs with fatal results. A mask would have obviously helped in that accident.