Anomaly detection in road networks is vital for traffic management and emergency response. However, existing approaches do not directly address multiple anomaly types. We propose a tensor-based spatio-temporal model for detecting multiple types of anomalies in road networks. First, we represent network traffic data as a 3rd-order tensor. Next, we acquire spatial and multi-scale temporal patterns of traffic variations via a novel, computationally efficient tensor factorization algorithm: sliding window tensor factorization. Then, from the factorization results, we can identify different anomaly types by measuring deviations from different spatial and temporal patterns. Finally, we discover path-level anomalies by formulating anomalous path inference as a linear program that solves for the best matched paths of anomalous links. We evaluate the proposed methods via both synthetic experiments and case studies based on a real-world vehicle trajectory dataset, demonstrating advantages of our approach over baselines.