In general, researchers in theatre and drama will use either Modern Languages Association (MLA) style or the Notes-Bibliography version of the Chicago Manual of Style. If you're not sure, always check with your professor to see if there is a required style for your paper.
An explanation of the Notes & Bibliography system from the Chicago Manual of Style Online (16th ed.)
This citation guide provides links to the major style guides and provides examples of the most common types of citations. It also has links to citation software that will help you store, take notes, and cite your sources. The top tools are listed here as well.