Transportation problems involving routing and loading at the same time are currently a hot topic in combinatorial optimization. The interest of researchers and practitioners is motivated by the intrinsic difficulty of this research area, which combines two computationally hard problems, and by its practical relevance in important real world applications. This annotated bibliography aims at collecting, in a systematic way, the most relevant results obtained in the area of vehicle routing with loading constraints, with the objective of stimulating further research in this promising area.