The CDC website has a helpful section on some of the myths and some of the facts about the risks associated with various vaccinations.
Some parents wonder why their children must receive shots for diseases that do not seem to exist. Myths and misinformation about vaccine safety abound and can confuse parents who are trying to make sound decisions about their children's healthcare.
An additional problem with vaccination rumors is that they spark lawsuits which in turn dissuade manufacturers from marketing and investing in vaccines. Consider the whole thimerosal-autism issue. There are some links to this issue on the CDC website and a couple of interesting editorials from the Wall Street Journal here and here.