Bibliographies list books, articles and often online resources about a particular topic, such as a film genre, director, portrayals of some social group, movies from a particular country. They typically categorize or annotate the entries.
Filmographies list films on a topic, but usually not secondary sources about those films (or only list selected secondary works).
Some bibliographies also provide a filmography, either explicitly or implicitly.
A bibliography or filmography can help you quickly identify what's most relevant for your own research. There are similar resources that aim to cover the major trends, key filmmakers and most important movies -- they don't try to be comprehensive. For these resources, see Guides and Companions to Films (similar to introductions) and Dictionaries and Encyclopedias (reference sources).