United Kingdom 
What on earth are these, and what do I do about them? There are about a dozen such leaves now; the red things are quite firm.
3 Jul, 2013
Answers
They are some sort of insect gall, possibly the one shown on the following
http://en.wikipedia.org/wiki/Eriophyes_tiliae_tiliae
3 Jul, 2013
One of the family is very common on sycamore trees and one on limes, but I've never seen them on roses, or anywhere in such quantities! If you don't object to chemicals you could try a systemic spray but when the roses are flowering this might harm the bees.
3 Jul, 2013
the insects that caused the damage may well have been long gone. the gall itself is just a plant growth in response to the damage caused by the sap sucker. if you don't like them then just pick them off.
3 Jul, 2013
Thanks to the people who replied to my question. Answers both interesting and reassuring. I shall cut the offending branches off, but very sadly as they are quite picturesque!
Juliet
4 Jul, 2013
wow! a bit scary aren't they? no idea what they are but I think I would cut off and get rid of the leaves affected. Hope someone can enlighten you.
3 Jul, 2013