One way to answer this question is to start within Marxist thought. Marx extrapolated the relationships between workers, materials, and the owning class. By showing how the owning class (bourgeoisie) manipulate and repress the working class (proletariat), he also shows how the mentalities of these dual classes are formed and reconditioned. In Marxist thinking, the proletariat is brain-washed by the owning class and institutions, leading them to a "false consciousness." Thus, the proletariat member is brain-washed (via ideology) to accept his/her role in society. The actual relations of production which keep him/her in a subservient position are hidden to him/her. One of the goals of Marxism was to break the illusion of false consciousness. In a sense, the goal was to uncover the real modes of production and make the workers aware of them. This is similar to uncovering repressed desires and thoughts in Freudian psychoanalysis. Both processes are aimed at uncovering repressed things which, in the end, may lead to some kind of liberation.
This is just one example of a link between Marxism and Freudian psychoanalysis. There is a clear connection in that Marxism seeks to uncover or undo social repression whereas psychoanalysis seeks to undo psychological repression. Within Marxist thinking, the public is ideologically influenced (or "brainwashed") by governing policies, economic relations, and class structures. In Freudian thinking, individuals are influenced by these as well, although the focus tends to be on social values and mores and how these influence the individual.
There have been many thinkers who have combined Marxism and psychoanalysis, such as Herbert Marcuse, Jacques Lacan, and Louis Althusser. There are a number of ways to look at how these two modes of thinking overlap and even support each other. A broad (and simplified) connecting analogy is the function of influence and/or oppression. Both Marxists and psychoanalysts study the effects of social beliefs and institutions on the individual psyche. With Freudian thought, the superego/ego part of the psyche is influenced to repress certain desires (from the Id) and this repression is the result of social values. Marxists seek to make individuals aware of the ways they've been psychologically repressed via economics and class structure. This is why Marxists and psychoanalysts may also have interests in sociology, economics, and history. The general connection here is that the individual psyche and social systems interact; therefore, it makes sense to study two modes of thinking which overlap in this way.