From Greek allos meaning "other" and agora meaning gathering place (especially the marketplace). In times past, it was common to do one's chatting at the marketplace. Some of the topics discussed were clandestine in nature and when people spoke about them, for fear of being punished, they would speak indirectly. That is to say, they would speak about one thing in such a way as to intimate the actual information to the listener. Thus, the persons discussing clandestine matters were said to be speaking of "other things" in the marketplace. Eventually the words joined and became associated with the act of speaking about one thing while meaning another.

This definition is in context to Etymology. See more contextual defintions for Allegory.