The Sound and the Fury by William Faulkner has some allusions to Macbeth. The title is actually a line from the play. "It is a tale told by an idiot, full of sound and fury, signifying nothing." (Act V, Scene V). Furthermore, Faulkner's novel begins with a chapter narrated by a mentally challenged character (a tale, told by an idiot). In Scene 5 of the play, Macbeth suggests that life is just a shadow of the past and modern men can never achieve the greatness of the past. In the novel, Faulkner implies that if a man doesn't choose to take his own life, like Quentin does, the only alternatives are to become either a cynic or a materialist like Jason, or an idiot like Benjy, unable to see life as anything more than a meaningless series of images, sounds, and memories.

www.sparknotes.com/lit/soundfury

Allusions to Shakespeare are very common. For example, you'll see references to Romeo and Juliet and other Shakespeare characters throughout pop culture and literature. I have found that looking up the particular play (you did not say which) on Wikipedia provides long lists of references in modern books and even songs and tv shows.