Library of Congress Subject Headings (and selected titles) that may prove useful:
Mary, Blessed Virgin, Saint Art.
Title: Blessed and beautiful : picturing the saints
Christian saints in art.
Christian art and symbolism
For tips on citing print and electronic sources, visit Trexler Library's Citation Guides for Print and Electronic Resources.
Or visit the Online Writing Lab at Purdue.
For help with annotated bibliographies, visit Purdue's Online Writing Lab for definitions and format of an annotation.