Every single GO annotation is linked back to a reference. Many of these references, especially for manual annotations (annotations made by curators), are the peer-reviewed scientific publication where the assertion of function/process/component to gene product was made. These are usually presented as PubMed reference numbers assigned to the publication by the NIH National Library of Medicine.
But have you noticed references in the format GO_REF:####### ? These are GO References (GO_REFs), which are non-PMID references used by the GO Consortium and usually describe the method or project used to generate some annotations. Some of these GO_REFs are quite common- you’ll find GO_REF:0000002 as the reference for every one of the 320,247,079 annotations made by the highly accurate InterPro2GO pipeline. These annotations have the evidence code IEA (more info on evidence codes at Guide to GO evidence codes). Some GO_REFs are only used for a small project, like GO_REF:0000110, which is used for a set of 99 FlyBase annotations made using MitoDrome.
Find the full description of any current or obsolete GO_REF in the complete list of GO_REFs on the GO website.