Allegories are stories in which characters, places, or events stand for ideas or events. For example, in medieval drama, a person called Envy might stand for and enact the sin of Envy.
Both "The Cask of Amontillado" and "From Beyond" are revenge stories told from a first-person perspective. Both stories focus on just two characters, and both explicitly mention missing servants. The two main characters in each story can be read as allegorical figures of evil, insanity, and gullibility. In both stories, the absent servants are an allegory of the absence of everyday normalcy. Both stories—one set in an underground catacomb, the other in an attic—take place in liminal (in-between) spaces that represent the terror of the isolated and unknown.
The stories, however, have some key differences. "The Cask of Amontillado" is told from the point of view of the evil madman, Montresor, while "From Beyond" is told from the point of view of the Fortunato figure, the gullible and curious friend. "The Cask of Amontillado" involves no supernatural elements: the terror arises from the horror of a murder that takes place under real conditions we can imagine. In "From Beyond," however, the horror arises not only from the behavior of the madman, Tillinghast, but from the encounter with a world beyond the normal reality of the five senses.
"The Cask of Amontillado" can be read as an allegory for what happens with injured pride goes out of control; "From Beyond" as an allegory of how encounters with the new and unknown can transform us (in this case in unsettling ways).
In "The Cask of Amontillado," and "From Beyond," horror is built from the accumulation of sensory details. In "Amontillado," it is the darkness and damp of the catacombs, with piles of human bones all over, and the final horror of Fortunato's being entombed alive that drives the terror. In "From Beyond," it is the supernatural vision of the "great inky, jellyish monstrosities" that hover all the time, unseen in the atmosphere, and the horror of the unknown—not knowing exactly what devoured the servants—that drives the terror.
I hope this is helpful: both stories show the effects of evil, vengeful minds on a gullible person: they can both be read as an allegory of evil vs. gullibility. In one story, evil "wins," while in the other, the gullible character is able to defend himself and escape alive. In both stories, the encounter with evil makes a deep impression on the reader.