In Genesis 19:17, the angels give Lot the following advice:

Escape for thy life; look not behind thee, neither stay thou in all the plain; escape to the mountain, lest thou be consumed.

It is to this passage that Jonathan Edwards alludes at the end of his sermon "Sinners in the Hands of an Angry God" when he tells his congregation,

Escape for your lives, Look not behind you, escape to the mountain, lest you be consumed.

The allusion to Sodom is appropriate, since Edwards has been telling his congregation for the entire length of the sermon how wicked they are and how thoroughly justified is the wrath of God which might strike them at any moment. The allusion reinforces not only the justice of God's anger—and the vileness of the people's sins—but also the sense of urgency in the sermon, since physical destruction came quickly upon Sodom, and Lot had to flee for his life.

However, as Edwards has just been telling them, the congregation has a marvelous opportunity, which was not open to Lot. He literally had to flee and find refuge in the mountains. They can achieve an even better result by repenting of their sins and immediately accepting Christ as their savior. After a sermon full of fire and brimstone, Edwards has turned at the end to the subject of what his hearers can actually do to be saved. His final image, however, returns to the Old Testament, to remind them that they had better act quickly, for the alternative is truly terrifying.

Jonathan Edwards includes a Biblical allusion at the end of his sermon "Sinners in the Hands of an Angry God" that represents God's willingness to use violence and death to teach humans about His law. Edwards uses God's own words from the Old Testament by incorporating this allusion into his sermon, and he simultaneously emphasizes his own role as a Christian leader and an instrument of God by doing so.

The Biblical allusion refers to the passage in Genesis in which Sodom and Gomorrah are destroyed; in this famous Bible passage, Lot's wife is turned into a pillar of salt when she defies the angels' command to "not look back" at her burning village. This shocking image is only one of many images used by Edwards in this sermon to warn his listeners of the consequences of not following God's law; some of the most powerful passages in the sermon employ terrifying imagery, and so this selection from the Bible is a predictable choice for Edwards.

The Old Testament in general focuses on the giving of God's law, complete with all the death and violence that results from God's judgment. As Edwards's own focus in his sermon is the enforcement of God's law by way of fear and intimidation, it makes sense that he chose a passage from the Old Testament to support his own words and warnings.

"Sinners in the Hands of an Angry God" is a sermon the Puritan preacher Jonathan Edwards preached to a rather stubborn church during what is known as the Great Awakening in America. Though it is a fiery sermon full of vivid imagery, he preached it without any theatrics or particular animation, believing the word of God would be effective without it--and he was right. 

The last lines of this famous sermon include an allusion, which of course is a reference to something outside of the text. In this case, it is a biblical reference to a story found in Genesis, the story of what happened to Lot and his family when God destroyed Sodom and Gomorrah:

The wrath of Almighty God is now undoubtedly hanging over a great part of this congregation. Let every one fly out of Sodom: "Haste and escape for your lives, look not behind you, escape to the mountain, lest you be consumed."

The Bible story to which Edwards refers is found in Genesis 26:15-17, when God vows to destroy the cities of Sodom and Gomorrah because they have become so full of evil. God agrees to save the city if there are at least a few good people there, but Lot and his family are the only good people left. When God sends angels in the form of men to the Sodom, the depravity is so great that the people would have mistreated the men horribly and then killed them; however, Lot saves them.

When the destruction is imminent,  

the angels urged Lot to hurry, saying, “Arise, take your wife and your two daughters who are here, lest you be consumed in the punishment of the city.” And while he lingered, the men [angels] took hold of his hand, his wife’s hand, and the hands of his two daughters, the Lord being merciful to him, and they brought him out and set him outside the city. So it came to pass, when they had brought them outside, that he said, “Escape for your life! Do not look behind you nor stay anywhere in the plain. Escape to the mountains, lest you be destroyed.”

In this sermon, Edwards is doing what the angels in the form of men did to Lot; he is warning the people of this congregation that their destruction is imminent and they had better escape the destruction while they still have the chance to do so. In the Bible story, Lot's family escapes, but his wife looks back and is turned into a pillar of salt. God "rained brimstone and fire" on the two cities and the people, as well as everything that was growing nearby, were destroyed.