If it was wood siding, cold galvanized should have done the trick for
If it was some of the Hardie type sidings that are out there, you
should have had hard chrome. These are found at your fastener supply
house, not at HD or Lowe's. For weather exposure, NEVER scrimp on
your nails. No generics; name brand only. Even those will not always
turn out to be 100%.
I must say though that I have had good luck with the Bostich electro
galvanized on all my installs, but you didn't say what you were using
to nail, gun or hand, or what type of siding.
I use a product on my Hardie called Big Stretch which is a latex
elastomeric sealer that doesn't allow moisture bleed through to seal
joints, trim nails, and an errant nail or two in the field. No
problems in many years.
If you put up Hardie or similar and you have more than a couple nails
showing... you are probably screwed if they have started to rust.
Try sealing yoru rusted nails with a butyl based caulk (not latex) and