Annotated statutes are volumes of statutes with accompanying commentary and case notes, written section by section. They often include relevant regulations along with commentary. The commentary usually is written by academics or specialist practitioners in a field relevant to that statute.
Although annotated statutes refer to legislation, they function as a secondary source. They are useful for explaining how cases have interpreted different sections of a statute.
Many annotated statutes have the word "annotated" in the title, and this can be a good way to search for them in the library catalogue or online database.