One kind of allusion prevalent in The Great Gatsby is the allusion to people, places, or events of that era, or immediately preceding that era. These allusions give a richness to the novel's setting, The Roaring Twenties, a decade-long celebration of the end of World War I and also an era in which organized crime began its stranglehold on America.
Here are some examples:
Tom makes reference to a book called The Rise of the Coloured Nations (17), which is a thinly disguised allusion to a real book of the era, The Rising Tide of Color (Stoddard).
There is a reference to Gilda Gray, the star of the Ziegfield Follies (45), which was a series of Broadway productions of the era.
Wolfsheim, who is a "friend" and business associate of Gatsby's (73-75), alludes to his presence the night Herman Rosenthal, a notorious owner of gambling joints, was gunned down in a gangland killing.
These sorts of allusions run throughout the entire book, firmly planting the story in a particular era, but not seeming to limit the timelessness of its idea.