Kathy Nguyen, 61, died early on Wednesday morning at a hospital in Manhattan from the most dangerous form of the disease.
As one of her co-workers was being tested for a suspicious skin lesion, the US Attorney General, John Ashcroft, said he had "no progress to report" in finding the culprits.
The latest death came as a senior US official warned of growing concern that extremists may be prepared to use weapons of mass destruction.
John Bolton, the under-secretary of state with responsibility for arms control, said there was a credible threat of some sort of nuclear device being employed.
The BBC's Malcolm Brabant in New York says Osama Bin Laden's al-Qaeda network probably does not have the ability to detonate the equivalent of a tactical nuclear weapon.
But there are worries about the possibility of being hit by a so-called "dirty bomb" - a device containing radioactive nuclear waste packed around conventional explosives or, alternatively, a suicide attack on a nuclear power plant.
Confusion over death
Dr Anthony Fauci of the National Institutes of Health said it was a "mystery" how Nguyen had contracted anthrax.
She did not work near the buildings in New York that received or processed anthrax-laced mail.
There have now been 17 confirmed cases of anthrax in the US in October, including 10 cases of inhalation anthrax and seven of the less dangerous skin anthrax.
Most seem to have been the result of spores being sent through the post.
Nguyen died three days after checking herself into a hospital on Sunday night.
She did work near her hospital's mailroom, in the basement stockroom of the Manhattan Eye, Ear and Throat hospital, but initial tests have discovered no anthrax spores at the hospital or in her apartment.
Thousands of people associated with the hospital where she worked have been offered antibiotics, the BBC's Jane Standley in New York says.
White House spokesman Ari Fleischer said that one of Nguyen's co-workers was being tested for a suspicious lesion.
So far, anthrax outbreaks have killed three other people - two postal workers in Washington and a Florida-based journalist - and heavily disrupted the postal system and many government offices in which traces of the bacteria have been found.
US-based suspects
Investigators now think US-based extremists are behind the attacks, rather than foreign terrorists.
On Monday, postal union leaders in Florida filed a lawsuit demanding that 13 mail sorting offices which have been infected with anthrax be closed down.
Other postal facilities in New Jersey, New York and Washington have also been hit by the bacteria.
Traces of anthrax in several federal buildings have also interrupted the work of America's executive, legislative and judicial powers:
Officials say the government has not been stopped from functioning, but James Thurber, a professor of government at American University, says the terrorists seem to have succeeded "much beyond their own expectations".
"I can't think of anything that has disrupted government as much since the Civil War," Mr Thurber said.