I think this can either be a compound (or loose) metaphor or a complex metaphor. In a compound metaphor, there are multiple comparisons or ideas. In a complex metaphor, one comparison is on top of another one. In this metaphor, there are three different elements; a history (which means a story), sucking teats (which refers to feeding) and the devil, which is a symbol of evil.
The meaning of the metaphor is that there are certain stories or tales that are nourished by evil, or who have their origin in evil. Any story that "sucks at the Devil's teats" is a story that is being nourished by evil and is therefore harmful.
Some things that could be examples of stories that are nursed by the devil in the play The Crucible are the supersitions about witches that are used to condemn innocent people or, since the play was written as a comment against McCarthyism, false rumors that ruin a person's reputation.