What are some allusions from "The Most Dangerous Game" by Richard Connell and what does each allusion refer to (like an explanation of them)?

Good question!  By definition, an
allusion is a passing reference-- in a work of literature--
to a person, place, character, historical event, biblical passage, other work of
literature, work of art art, or piece of music that the author expects readers to
recognize and understand.  Authors include allusions in their works to help readers get
a better understanding of the situation that's being discussed or described in the
text. 

In "The Most Dangerous Game," Richard Connell makes
use of this literary device quite frequently. 

On the first
page of the story, Whitney says, "I hope the jaguar guns have come from Purdey's."  As
Purdey's is a famous manufacturer of shotguns and rifles, Connell includes it in the
story so readers familiar with the brand will understand that Whitney and Rainsford are
avid hunters. 

Further, General Zaroff labels Ivan as a
"Cossack," which is a term to describe a person from the southern part of Russia;
Cossacks were known for their impressive battle-skills.  Thus, Zaroff establishes Ivan
as a fierce hunter whom Rainsford should be afraid
of. 

Also, as Rainsford rushes around in the forest trying
to devise a plan to elude General Zaroff, Zaroff sits in his home, drinking and smoking
a cigarette, and humming a tune from Madame Butterfly--a famous
opera by Puccini.  Then, before bed, he reads "from the works of Marcus Aurelius"--a
Roman emperor. 

Connell makes these references to help
readers understand his story and the characters/situations in
it. 

Hope this
helps!