Flower:

Elongating spike at the tip of branching stems, the flowers arranged alternately, 1 or 2 per node, not crowded or strongly overlapping except towards the tip of the spike. Flowers are tiny, petal-less, have 5 stamens and 2 or 3 styles. The bracts surrounding the flower are green, ascending to spreading to reflexed, more or less egg-shaped, tapering to a white spine at the tip, often abruptly so.

Leaves and stems:

Leaves are mostly alternate, thread-like to narrowly linear, up to ~2 inches long, 1 to 2 mm wide, nearly round in cross-section, widened and stalkless at the base, and have a short white spine at the tip. Edges are toothless, surfaces are hairless but often have sparse, tiny bristles. Stems are single, hairless to sparsely hairy, ridged, green or red-striped, usually erect, branched at or near the base, often becoming bushy and the whole plant turning red later in the season.

Fruit:

Fruit is a brown, cup-shaped, 1-seeded capsule with a prominent wing around the top, up to 10 mm (3/8 inch) diameter including the wing. At maturity the plant breaks off at ground level and becomes a tumbleweed, spreading 1000s of seeds as it goes.

Notes:

Russian Thistle is a common weed across most of North America, likely introduced as a contaminant in flax seed imported from Russia in the 1870s. It is most often found in the usual places where weeds congregate—roadsides, railroad rights-of-way, agricultural fields, gravel pits, empty lots and other waste places—but it's also been known to creep into higher grade prairies, dunes, and the occasional lake shore.

Most similar is Slender Russian Thistle (Salsola collina), which also has thread-like leaves with a spiny tip, but is distinguished by fruit not more than 5 mm diameter, the wing very narrow or absent, spikes that are more crowded for most of its length, the flowers strongly overlapping, and floral bracts that are erect to ascending. Pretty much every reference notes the bracts of S. collina are appressed where S. tragus are spreading, but this caused me some confusion in the field. The base of S. collina bracts are more or less erect, tightly hugging the flower, but the tips tend to flare out so they appear to be more ascending than appressed. This should still adequately separate it from S. tragus, where the bract base can be perpendicular to the stem or nearly so, plus the density of the spike (crowded or loose).