Subject Headings:

Add "– Bibliography" to a more general subject heading such as "Ancient History"

L'Annee Philologique: bibliographie critique et analytique de l'antiquite greco-latine (1969-present).  Also in print (1924/26-) Previously titled: Dix annees de bibliographie classique (1914-1924). Paris, Société d'édition "Les Belles Lettres."
Perkins Reference Index Area -- PA3001 .A564.   
The best source for bibliographic citations in the world of classics, including all sub-disciplines.  In addition to indexing journal articles, it also indexes festschriften, books, essays, editions of ancient texts, dissertations, and book reviews.  The paper version is organized by sub-discipline, with an author index.

Dyabola
Covers 1956-present. 
An online catalog of the library of the Deutsches Archaeologisches Institut in Rome (and other libraries), including scholarly articles as well as books.  The interface is not particularly user-friendly, even in its English language incarnation.  This database can be more useful than L'Annee Philologique for art and archaeology topics, however,  and is keyword-searchable.

Classical scholarship : an annotated bibliography, T. P. Halton and S. O'Leary.  White Plains, N.Y. : Kraus International, c1986.
Perkins Reference -- DE59 .H358 1986. 
Comprehensive coverage, arranged by sub-discipline, with author and subject indexes and useful annotations.

Classical studies: a guide to the reference literature, F. W. Jenkins. 2nd ed. Englewood, Colo. : Libraries Unlimited, 2006
Perkins Reference -- PA91 .J465 2006
Although designed for librarians more than for classical scholars, this work has very useful references to general introductory or summary works on a wide variety of classical topics, is fully annotated, and includes author/title and subject indexes.

Other useful bibliographical databases, not specifically described above can be found via the library's Classics databases page.