There are two main allusions that I can detect. The first comes in the initial framing narrative of Walton as he writes to his sister and is used to describe his feelings about his impending expedition. Note what he says and how he alludes to Coleridge's famous poem:
I am going to unexplored regions, to "the land of mist and snow"; but I shall kill no albatross, therefore do not be alarmed for my safety, or if I should come back to you as worn and woeful as the "Ancient Mariner."
Here Walton describes his voyage into uncharted waters with the same sense of wonder and mystery ("a belief in the marvelous") as is depicted in "The Rime of the Ancient Mariner." However, he assures his sister, he will kill no albatross and thus avenge a Polar Spirit. However, it is ironic that this allusion comes just before he meets Frankenstein, for Frankenstein, much like the Mariner, tells his story to an audience who is forever changed by the knowledge.
The second reference comes in Chapter Five as Frankenstein flees his creation and walks away, but as one in fear. Frankenstein quotes the poem himself to describe his sense of loneliness and oppression:
Like one who, on a lonely road,
Doth walk in fear and dread,
And, having once turned round, walks on,
And turns no more his head;
Because he knows a frightful fiend
Doth close behind him tread.
Note how this allusion captures the way that Frankenstein is literally haunted by his creation and how the monster dogs his steps from this point on in the novel, either physically or psychologically. Frankenstein is never able to walk freely from this point on--the knowledge of what he has done changes him utterly.