That feature was never very popular and has been dropped by most camera makers.
Those that have it, do not advertise that feature.
So, there is no database that I know of that show which cameras have the feature.

Nearly all of the older Canon SD model cameras had the feature.
While they are out of production, you can still find new Canon SD cameras.

The newer Canon Elph cameras do not list such a feature in their User Manuals.

Anyone know of any new cameras with the Annotation feature?