Irreducible representations of $SO(N)$
Okay, I found a reference: this is worked out (over $\mathbb{C}$ but the result over $\mathbb{C}$ should imply the result over $\mathbb{R}$) as Theorem 19.2 in Fulton and Harris' Representation Theory: A First Course. Fulton and Harris do it by restricting to a copy of the symplectic group which is not what I expected.