Rusting without water?
It seems the rust reaction was not well explained.  The following is the formula for iron rusting with water.
$$\ce{4Fe + 3O2 -&gt; 4Fe^3+_(aq) + 6O^2- _(aq) -&gt; 2Fe2O3}$$ 
Water will dissolve the iron because often carbon dioxide is available in the atmosphere to make the water slightly acidic. With the help of acidity electrons can be transported much easier from from dissolved iron to dissolved oxygen. Where oxygen, iron, and water meet is most often where rust pits start to form. 

Without water the formula is the following:
$$\ce{4Fe + 3O2 -&gt; 2Fe2O3}$$
This reaction is very slow.  More energy is needed to initiate the reaction as in the case with burning steel wool, or another means is needed to transport electrons.  Dirt, grime, residues, or any number of things can transport electrons resulting in rust.