A citation to 20 C.F.R. 404.946(a) (2012) refers to Title 20, Part 404, Section 404.946, and Paragraph (a) of the 2012 CFR. Note that the number after the period is a non-decimal whole number (e.g., 97 comes before 946).
The cover of each CFR volume lists its title number, inclusive parts, broad subject, and revision date. Although not part of its citation, Chapters (I, II, III, etc.) and Subchapters (A, B, C, etc.) appear in the CFR to group regulations by a single issuing agency.
By Search: For most researchers, it is most efficient to search the full text CFR for regulations. The most powerful and flexible search engines are found on LexisNexis and Westlaw. A free but limited search engine is also available with the e-CFR.
By Subject: The official annual CFR Index and Finding Aids [KF70.A31], issued as part of the CFR, is the most up-to-date, single volume index available. It provides very general subject access.
To find a regulation implementing a given statute, look in the "Parallel Table of Authorities and Rules" in the official annual CFR Index and Finding Aids. Check under the U.S. Code citation to find its corresponding CFR citation. This table is available in the CFR on HeinOnline, under Indexes and Finding Aids. In addition, the editorial notes in the U.S. Code, U.S. Code Annotated, and U.S. Code Service sometimes refer to CFR sections.
To find the citation to a statute authorizing a given regulation, look in the CFR or the Federal Register for the "Authority" heading, near the beginning of each "Part" of the CFR, or, if the regulation merely amended the part, near the beginning of that section of the CFR. The USC citation will follow.
No annotated version of the CFR exists in paper. However, citators such as Shepards in LexisNexis and KeyCite in Westlaw list all citing cases. And a smattering of case citations and annotations are provided in the versions of the CFR on Lexis+ (for law students) and Nexis UNI (for non-law students). In addition, many looseleaf services, such as the CCH and RIA tax services, may provide information on case law. Although less efficient and less precise, one may use the elements of a CFR citation in a full-text search on LexisNexis or Westlaw to find citing cases.