Citation indexes track references that authors put in the bibliographies of published papers. They provide a way to search for and analyze the literature in a way not possible through simple keyword/topical searching. It also enables users to gather data on the "impact" of journals, as well as assessing particular areas of research activity and publication. This field is called bibliometrics.
Citation indexes can find references that cite earlier references; how many times my reference has been cited; determine what are the best journals in my field; and verify obscure references.
Citation searching is only available on a small number of databases.