BibTex and LaTex: From MathSciNet

Conduct your search in the usual way.

On the search results page, click Export; a check box will appear beside each reference.

Check the references you wish to download.

Select "BibTex" format in the drop-down menu.

Click "Get Citations",  you will see BibTex entries of the marked references on the next pop-up page.

Click Copy and paste the entries to your BibTex database