Should you put citations before or after interpunction?

Until now, I have never spotted non-superscript citation marks after a comma or period. In addition, the marks should be separated by a normal interword space or a non-breaking space, i.e.

appropriate awards and punishments [4, p.415].

and

when, on January 28 [3, p.4],

See page 2 of this PracTeX Journal article for another example.

While it seems that @lockstep’s answer describes the more common style, there are also style guides that suggest to treat citations like footnote markers: If they refer to the whole sentence, put them after the full stop.

One example is the Vancouver style.