According to emedicine.com, plain old Penicillin G works. However I assume this applies to anthrax in the wild, not a hardened biowarfare strain.
Penicillin does work against some strains of anthrax, but yes, you're correct - there are other strains that apparently are resistant.
Also, I have family members who have already had problems with drugs in the -cillin family, so we'll have to be prepared in other ways.