Do you pay taxes on an inheritance? Some of the money is from an annuity/

Negative.

There is no tax on inheritances. Even for the annuities you do not have any inheritance tax, but if the annuities were taxable income for the deceased, it is taxable income for you.
Read this
Your U.S. Tax Return: Tax on Inheritances (http://taxipay.blogspot.com/2008/02/tax-on-inheritances.html)