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). Here are a couple of places to learn more about different kinds of literature reviews. The references used below refer specifically to writing literature reviews in Anthropology. However, because Anthropology has different divisions representing very different research methodologies and products, these provide a good overview of Literature Reviews in virtually any field (including Humanities, Social Science, and STEM disciplines). The first link (from San Jose State U.) includes a very helpul section discussing different kinds of lit reviews that exist, including Traditional (narrative), systematic, meta analysis, and meta synthesis reviews.