There are coral dips you can use that will get rid of some bad things, but not all. If the coral is on a frag plug/plate or small piece of other solid material that is easily inspected, then you are probably alright with a dip and careful inspection of the specimen. If the coral is on a more complicated piece of porous rock though with places where things could hide, quarantine is the only way to make sure you don't end up with any crazy stuff.
I would never dip a healthy anemone even if the dip says it can be used on them; they are easily stressed and don't need more stress added during introduction to a new tank. Usually it's best to stick to one anemone per tank as well as getting a captive-propagated specimen. Doing both of those pretty much eliminates the need for quarantine, assuming the anemone is not attached to a big piece of rock again as above - otherwise you'd still need to quarantine to be absolutely sure that the rock is friendly.