Search the library catalog for "shakespeare anthology," and look at the dates of publication--20th and 21st centuries usually count as "modern" (but double-check with your faculty as to what date range they are looking for).
Also, search for "literature anthology": usually a literature anthology will contain at least one annotated Shakespeare play.
You may also try searching for a "renaissance anthology".
Or search for the subject heading: English literature Early modern, 1500-1700.
