An annual publication, more often called simply an annual, is a book or a magazine

Magazine

Magazines, periodicals, glossies or serials are publications, generally published on a regular schedule, containing a variety of articles. They are generally financed by advertising, by a purchase price, by pre-paid magazine subscriptions, or all three...

, comic book

Comic book

A comic book or comicbook is a magazine made up of comics, narrative artwork in the form of separate panels that represent individual scenes, often accompanied by dialog as well as including...

 or comic strip

Comic strip

A comic strip is a sequence of drawings arranged in interrelated panels to display brief humor or form a narrative, often serialized, with text in balloons and captions....

 published yearly. For example, a weekly or monthly publication may produce an Annual featuring similar materials to the regular publication.
A new form of literary work called the "Annual" was a fad from about 1823 through 1857, and became so popular, that they were soon published up to 17 times a year.