The Chicago Manual of Style, often referred to as "Chicago," is the preferred citation format for art history research. This particular style of citation offers structure for either in-text citation or endnotes/footnotes; its emphasis is in clarity and consistent use.
From Purdue Owl (Purdue University Online Writing Lab):
An annotated bibliography includes a summary and/or evaluation of each of [your] sources.
Depending on the purpose of [the] bibliography, some annotations may summarize, some may assess or evaluate a source, and some may reflect on the source’s possible uses for the project at hand. Some annotations may address all three of these steps. Consider the purpose of your annotated bibliography and/or your instructor’s directions when deciding how much information to include in your annotations.
More on annotated bibliographies from Purdue Owl
Figure courtesy of Lone Star College-University Park Library, Houston