Allusions are references to literary texts or historical events. Henry's speech is especially replete with Biblical allusions. Henry could count on his eighteenth-century audience to be Biblically literate and understand what he was talking about. Because his audience's mind would jump to the Bible, they would have a rich context to amplify what Henry was trying to communicate.
In his speech, Henry states emphatically:
Our chains are forged!
This is a reference to the biblical prophet Enoch, who stated that because of sin, "chains [were] being formed of immeasurable weight" for the Israelites. This meant that the Israelites were falling under the power of Satan and would receive a just punishment for it. Henry is arguing that the colonists are likewise about to be chained in slavery to the (Satanic) British. This would be an especially potent image and allusion for the wealthy Southern men attending the Virginia Convention, who themselves would have owned slaves and literally seen slaves in chains.
Henry also alludes to the Bible when he states:
Gentlemen may cry, Peace, Peace but there is no peace.
This is a reference to the prophet Jeremiah who stated:
They dress the wound of my people as though it were not serious. 'Peace, peace,' they say, when there is no peace.
Henry is making another allusion to Israel's sin. The above passage is referred to as Jeremiah's "final warning" to Jerusalem to save itself, a reference that would have not have been lost on Henry's audience.
Henry adapts the allusion of a "lamp" guiding one's feet. In the biblical book of Psalms, this is an allusion to God's guidance. Here Henry uses it for a secular purpose, saying the "lamp" that guides him is experience, not God, a very Enlightenment concept:
I have but one lamp by which my feet are guided; and that is the lamp of experience.
Henry also alludes to kind overtures from the British as being "betrayed with a kiss" as Judas betrayed Jesus.