One of the challenges for most of us is keeping out tools in nice shape, and among other things, that means rust free. Where I live in the more temperate climates there are seasonal and daily fluctuations in temperature and both of these, combined with the moisture in the air, are big contributors to making our tools rusting.
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Just knowing, and understanding the elements that come together to create rust are a big first step in helping us preventing rust from happening. The cause, of course, is moisture that comes in contact with bare steel and the reaction of the 2 elements is what we call rust, which is basically a corrosion that happens when the 2 come in contact with one another, but what are causes of those contacts?
Well, it turns out that temperature fluctuations are a big cause, and here's what often happens. During the daytime, most often the atmosphere heats up, and that includes buildings and of course the air and everything inside the buildings, all heat up to some degree, even in the winter this can happen. Then when the sun goes down, even if it has been a cloudy day, and the temperatures drop. Now the air inside your workshop will cool down as well, but the steel tools that took all day to heat up and now need to cool down and cooling down at a much slower rate than the air in your workshop. This means that any of the moisture in the air in your workshop is going to want to condense or accumulate on those steel tools that are still warmer than the air. It's basically the same as what happens to your car many mornings when you come out and find it covered with dew. The car took much longer to cool down after the sun went down and so the moisture in the air condenses on the warm car to leave water droplets.
There are some things we can do to prevent moisture from coming in contact with the bare metal, such keeping the tool area, including the air around the tools, even just a little bit warm. When I had an unheated workshop I build a cabinet with drawers in the bottom and an upper shelf unit that I could heat just the upper part. A very small area took almost nothing to keep even slightly warm and the result was warmer air did not condense moisture on my tools. One of the very safe ways of doing this is to use a product called Goldenrod, which is just a small mini heater that helps to warm enclosed areas to help prevent rust from forming. Depending on your situation, it may not prevent rust all together, but it will help to reduce it at the very least.
Using the same small cabinet, I later began using the Anti Corrosion Pods. These units have some proprietary compound in them that prevents rust from forming on your tools. The only work in a small cubic foot area, like 3 cubic feet, or 5 cubic feet depending on their size, so your tools need to be within this area, but these pods work great and I know that because I have an old plane that I have given a high polish too, just to be able to monitor the sole of the plane to see if any rust forms and nothing has formed in 3 years. These anti-corrosion items come in a variety of shapes and sizes, you can have drawer versions or pod versions, whatever works for your situation. 
When it comes to heating your "unheated" workshop, which is a common thing to do for many, "just add a small amount of heat when I am working in the shop".The way you add this heat could be helping to contribute to the rusting of your tools. Without getting too technical, there are basically 2 ways of heating your shop, Ambient Heat which heating the air, like a furnace, a small portable heater with a fan, heating registers and oil filled heaters. The other way of heating things up in your shop is called Radiant heat, and that is what the sun does. The difference between the 2 is that heating the air can take a lot of energy because it is heating the air, which in turn is heating up your tools ... all very slowly, Radiant heat only heats up what it strikes, yes it will heat up the air ... eventually, but only because it is heating up what it strikes. I had a radiant heater for a few years, above my workbench and it kept warm in that area only, the rest the workshop was cold and never really heated up much, but I didn't take me that long to use other tools, then return to the workbench. This situation doesn't work for everyone, but it's an option and much better than no neat (at least for me).
Another thing I tried was to reduce the moisture in the air in my shop using a commercial product, of white granules and a specially made container that condenses the moisture in a holding well under the granules. As the granules slowly dissolve they attract the moisture in the air. It's a slow process, and I'm not sure how well it really worked but I emptied the little well quite frequently so it was certainly taking at least some of the moisture out of the air, and hopefully cutting down on my rust problem.
Different tools will often require different ways of treatment in order to help keep the rusting from getting out of hand. Large steel surfaces like Table Saw Tops, Jointer Tops, and Planer parts are among those that require different treatments, and for them, the only thing that I found that worked well was plain old Motor Oil. A very light coating of motor oil worked as well as anything for these things. At the end of my season, I would lightly coat all the tops with Motor Oil and just let them sit. When I came back to the workshop to do work, I would wipe off that oil to keep it from absorbing into the wood I was cutting and to just make the machine cleaner to use.
You often don't need to do much to stop moisture from touching bare steel, even painting the steel works great, and some tools can easily be painted, or coated with other materials that help prevent the contact of steel-moisture, but in the end, it will always be a constant battle. The good news is that many new tools are coming out in stainless steel, which doesn't rust, of special alloy metals that don't rust and even coatings and paints that tools are sprayed with, all of which are done to help us all reduce the incidences of rusting tools
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