What is an example of allusion?
What, like in anything? Ever? You really should be more specific.
I'm pretty sure that if you were looking for them, you could find at least one allusion in 99, if not 100% of all intelligently written books that came after Beowulf, the Bible, Canterbury Tales, and the Epic of Gilgamesh, four works so old there was basically nothing to allude to when they were written.
Are you looking for types of allusion? There are biblical, popular (from pop culture), classical (from myths), etc... I would say that Biblical allusions are probably used most often, though alluding to Greek myths and tragedies are very popular, as is making literary references. You'll see Shakespeare a lot; Romeo and Juliet or Hamlet most often, I should think, though I have no statistics and am absolutely making this up. In my experience, people only allude to Russians when they're being dramatic, but then again, Russians write a lot of dramatic literature.
There are a few common phrases:
*"white whale"* : it's your quest, the thing you've been seeking for a long time, comes from Herman Melville's Moby Dick
"tilting at windmills" : means you're doing something delusional or searching for/fighting something that doesn't exist, comes from Don Quixote by Miguel Cervantes
"Catch-22" : a paradoxical situation or one that's impossible to win, comes from Joseph Heller's Catch-22