Follow Bluebook Rule 14 for citation.
Federal Regulations are found in two publications. Regulations (also called rules) are published first in the Federal Register (FR or Fed. Reg.) as a proposed rule, then again as a final rule. The Federal Register is published every federal working day, and the page numbers quickly climb into the thousands - if you see a page number that appears to be 51,356, it is probably not a typo. A final rule is then reprinted in the Code of Federal Regulations (C.F.R.), which is published annually, and contains the text of in-force federal regulations.
State Regulations: Vary state by state. Best tip is to search for a research guide on regulations in that jurisdiction (i.e., Google "state regulation" North Dakota legal research guide, etc.) and you can usually find an expert on that jurisdiction to help you.