An annotated bibliography is, as its name suggests, a bibliography that is annotated (or has annotations -- notes or summaries about each item on the bibliography -- what it is about, why it is important, and how it relates to your research project).
Here are a few places to look for examples of annotated bibliographies:
A literature review is, (also) as its name suggests, a review (or overview) of the literature on a given topic. Literature reviews can be stand-alone papers or articles, or sections of longer works (theses and dissertations or articles). The following research guide provides a useful introduction to Annotated Bibliographies and Lit Reviews: