Names of statutes and statutory instruments appear in ordinary font (there is no need for any highlight, whether in bold or italics).
Statutes
Antarctic Treaty Act 1967
Do not use popular names for Acts, such as 'the Statute of Elizabeth' instead of the Statute of Charitable Uses Act 1601.
References to specific sections
Use the full form of the statutory instrument on the first occasion that you use it, but you can then abbreviate it in further references.
The Artists' Resale Rights Regulations 2006 SI 2006/346
The Artists' Resale Rights Regulations 2006 SI 2006/346 r 3
The Treasure (Designation) Order 2002 SI 2002/2666 art 2
Note that under OSCOLA "art" (i.e. with a lower case "a") is used to refer to an Article of a statutory instrument. When you refer to an Article of a statutory instrument in the text of an essay, use a capital "A". However, when you write about journal articles a lower case should be used.
Convention for the Protection of Human Rights and Fundamental Freedoms (European Convention on Human Rights, as amended) (ECHR) art 1
A Bill should be cited by its title, the House in which it started, the Parliamentary session in brackets and the running number given to it:
Holocaust (Return of Cultural Objects) HC Bill (2008-09) [35]
Live Music Bill HL Bill (2008-09) 66
(Note that the running of the Bill is in square brackets for the House of Commons, but without brackets for the House of Lords).
Given the legislation title, year of publication, the OJ series, issue and page number:
Consolidated Version of the Treaty Establishing the European Community [2002] OJ C325/33
Directives, Regulations, Decisions, Recommendations and Opinions should be cited as follows:
Council Directives (EC) 2004/80 of 29 April 2004 relating to compensation to crime victims [2004] OJ L261/15
Council Regulation (EEC) 92/3911 of 9 December 1992 on the export of cultural goods [1992] OJ L395/1
Commission Decision (EC) 2009/490 of 23 June 2009 on the safety requirements to be met by European standards for personal music players pursuant to Directive 2001/95/EC of the European Parliament and of the Council [2009] OJ L161/38
You should use the full name on the first occurrence that you refer to the legislation. After that you can abbreviate the name of the legislation.
NOTE: When referencing statute books, make sure that you reference the primary source (the statute/statutory instrument or EU legislation) and NOT the statute book itself.