An allusion is a reference to a literary work found with in another literary work ("A Literary Lexicon," condor.depaul.edu). For example, Jane Austen's Pride and Prejudice alludes to the poetry of William Cowper. The term classical refers specifically to the culture or art of the ancient Greeks or Romans, including their literary works. Hence, a classical allusion is specifically a reference to any ancient Greek or Roman work ("A Literary Lexicon," condor.depaul.edu). Shakespeare uses many classical allusions all throughout Romeo and Juliet.
We especially see a few of classical allusions in Scene 1 of Act 1. When Benvolio is asked by Romeo's parents if he has recently seen Romeo, Benvolio makes an allusion to both Greek and Roman mythology by referring to the sun god in his lines, "Madam, an hour before the worshipp'd sun / Peer'd forth the golden window of the East..." (I.i.114-115). The phrase "the worshipp'd sun" refers to the sun god known in both ancient Greek and Roman mythology. While the reference is definite, it is a bit ambiguous as to which sun god Shakespeare is actually making an allusion to. This reference could either be alluding to the Greek Titan sun god, Helios; the Greek Olympian sun god, Apollo; or to the Roman sun god, Sol Invictus. However, since Shakespeare later alludes to another Roman god in this scene, this reference is also most likely a Roman classical allusion. A reference to a Greek or Roman god serves as a classical allusion because it refers to their culture by referring to their mythology, but it also refers to their literature as both cultures put their mythological stories in writing.
Romeo makes the second classical allusion found in this scene when he likens Rosaline to the Roman goddess Diana in the lines:
She hath Dian's wit,
And, in strong proof of chastity well arm'd,
She will not stay the siege of loving terms. (211-214)
Diana was the Roman goddess of hunting and known for her vow of chastity. Thus, in these lines, Romeo is complaining about Rosaline's rejection of his sexual advances. Hence, this is a second example of Shakespeare using classical allusion to express a point.
Romeo also gives us a third classical allusion in referring to Cupid. Cupid is also a Roman god, the Roman god of love, desire, and erotic passion. Hence, by referring to Cupid, Shakespeare is referring again to ancient Roman culture, thereby making another classical allusion. We see Cupid mentioned all throughout the play, but Romeo gives us the first reference in this same opening scene in his line, "She'll not be hit / With Cupid's arrow," which again refers to Rosaline's rejection of his advances (210).