In order to clarify the origin of anomalous superconductivity in (Ca,RE)Fe2As2 system, Pr doped and Pr,Co co-doped CaFe2As2 single crystals were grown by the FeAs flux method. These samples showed two-step superconducting transition with Tc1 = 25~42 K, and Tc2 < 16 K, suggesting that (Ca,RE)Fe2As2 system has two superconducting components. Post-annealing performed for these crystals in evacuated quartz ampoules at various temperatures revealed that post-annealing at ~400{deg}C increased the c-axis length for all samples. This indicates that as-grown crystals have a certain level of strain, which is released by post-annealing at ~400{deg}C. Superconducting properties also changed dramatically by post-annealing. After annealing at 400{deg}C, some of the co-doped samples showed large superconducting volume fraction corresponding to the perfect diamagnetism below Tc2 and high Jc values of 104~105 Acm-2 at 2 K in low field, indicating the bulk superconductivity of (Ca,RE)Fe2As2 phase occurred below Tc2. On the contrary, the superconducting volume fraction above Tc2 was always very small, suggesting that 40 K-class superconductivity observed in this system is originating in the local superconductivity in the crystal.