Allegories allude to any bit of speech or writing which has a shrouded message. This not so clear message frequently alludes to one of a political or good nature. Inn Rwanda, a film about a man who safe houses many individuals from mass massacre in Rwanda, investigates the subjects of both 'destruction' and 'assuming responsibility for one's very own security'. It is a case of allegory.
A commentary, on the other hand, alludes to a bit of writing, speech or visual which offers personal conclusions about a particular subject. It also may be an attempts to put something in a state of much more clarify.
The similitudes between the two are: the two of them are meant to deal with true occasions, they are both genuine in nature.