Would you consider the Shakespeare plays with the actual Shakespeare on one side and the notes on the other to be annotated (or any Shakespeare with footnotes, for that matter)? If so, I know a lot of people (myself included) who rely on those notes to actually understand and enjoy, to an extent, reading his work. We don't understand his English any longer.
And further, if you were to give a high school or college student an unannotated Shakespeare book, most of them would look at it, look at you, and probably laugh in your face before tossing the book on the nearest table/chair etc.
I don't mind annotated books, personally. Annotated books give you an option: If you know what's going on and don't need the note (or don't know what it means but don't care and don't want to read the note), then you ignore it and go about your reading. If you don't know what it is and want to know, you read it. Abriged books, on the other hand, annoy me, and not only due to the censorship thing. You're reading along and suddenly... "hey, where'd that plotline I was reading disappear off to, damnit?"