Programs that works with MS Word and other word processing programs to automatically format bibliographies in a variety of styles. University of California San Diego Libraries offer a comparison chart for some of the most used products as does Wikipedia.
ITS has purchased a license for all Wesleyan faculty, students, and staff to download and use a copy.
Mendeley --Free for individuals.
Zotero --Free for individuals.
Papers -- Pay, works best with Mac.
BibTex --Free, intended to be used in combination with LaTeX, but it has become possible to include BibTeX bibliographies in Word documents.
Here are some guides to citation styles commonly used in Physics papers. Ask your professor which style you should use.