Every research paper must have a bibliography. The bibliography normally goes at the end, on a separate page.
Use the title Bibliography, not Works Cited.
The bibliography is in one alphabetical list arranged by the last names of the authors. If no author is given, alphabetize by the first word in the title, disregarding initial articles (A, An, The, Le, La, Les, Las, Los, Der, Die, Das)
Like the text of your paper, the bibliography should be double spaced in 12-pt. type. Use a professional-looking non-italic font such as Times New Roman, Garamond, or Georgia.
Use a hanging indent for your bibliography.
Chicago style requires italics for titles of books and journals, not underlining.
See Chicago rules 16.71-16.120 for full bibliography rules.