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, (similarly) 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). Here are a couple of places to learn more about literature reviews in Anthropology -- please note that the first link (from San Jose State U.) includes a section that points to different kinds of lit reviews that exist, even within the discipline of Anthropology. This guid identifies the following categories of lit reviews: Traditional (narrative), systematic, meta analysis, and meta synthesis.