An allegory is a story that evokes two separate meanings. The first meaning is the story's surface, like characters and plot, the stuff that goes into every story. But at a much deeper level, an allegory has a symbolic, heavy meaning.
What allegories come to mind? Maybe The Lord of the Flies, The Lion, the Witch, and the Wardrobe, Moby Dick, or Pilgrim's Progress, which are easy ones.