A bibliography is a list of sources (books, journals, websites, periodicals, etc.) one has used for researching a topic. Bibliographies are sometimes called "references" or "works cited" depending on the style format you are using. A bibliography usually just includes the bibliographic information (i.e., the author, title, publisher, etc.).
An annotation is a summary and/or evaluation.
Therefore, an annotated bibliography includes a summary and/or evaluation of each of the sources. Depending on your project or the assignment, your annotations may include one or more of the following types of writing:
Your annotated bibliography may include some of these, all of these, or even others. If you're doing this for a class, you should get specific guidelines from your instructor.
Information taken from the Annotated Bibliographies created by the OWL Purdue Online Writing Lab.