To add to cidbently's excellent answer, it might be
helpful to define allegory as a story that uses symbols to tell simultaneously a more
general (symbolic) story. We use allegories and symbols all the
time.
Parables and fables are short allegories, for
example. Think about the story of the prodigal son from the bible or the story of the
fox and the sour grapes from classical collections of fables. When people today say
"killed the fatted calf" or "sour grapes," they're thinking of these stories, but
they're remembering them not just on the literal level (the level of the actual story)
but also on the symbolic level (where "sour grapes," for example, means something like
"pretending to yourself and others that you do not want now what you wanted just a short
time ago because you couldn't get it").
Not all stories
that use symbols are allegories, of course, and allegories are often viewed critically
today. They're often seen as simplistic or moralistic by many modern readers, probably
because allegories have a long history of being used for didactic purposes (e.g. see
Plato's allegory of the cave in addition to the parables and fables referenced
above).
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