8 For that both history of the Old Testament, and ætiology, and analogy are found in the New Testament, has been, as I think, sufficiently proved: it remains to show this of allegory. Our Redeemer Himself in the Gospel uses allegory out of the Old Testament. “This generation,” says He, “seeks a sign, and there shall not be given it save the sign of Jonas the prophet. For as Jonas was three days and three nights in the whale's belly, so also shall the Son of Man be three days and three nights in the heart of the earth.” For why should I speak of the Apostle Paul, who in his first Epistle to the Corinthians shows that even the very history of the Exodus was an allegory of the future Christian People.
“But I would not that you should be ignorant, brethren, how that all our fathers were under the cloud, and all passed through the sea, and were all baptized into Moses, in the cloud, and in the sea, and did all eat the same spiritual meat, and did all drink the same spiritual drink; for they drank of the spiritual Rock that followed with them; and that Rock was Christ. But in the more part of them God was not well pleased: for they were overthrown in the wilderness. But these things were figures of us, that we be not lustful of evil things, as they also lusted.
Neither let us worship idols, as certain of them; as it is written, The people sat down to eat and drink, and rose up to play. Neither let us commit fornication, as certain of them committed, and fell in one day three and twenty thousand men. Neither let us tempt Christ, as certain of them tempted, and perished of serpents. Neither murmur we, as certain of them murmured, and perished of the destroyer. But all these things happened unto them in a figure. But they were written for our admonition, upon whom the ends of the world have come.” There is also in the Apostle a certain allegory, which indeed greatly relates to the cause in hand, for this reason that they themselves are wont to bring it forward, and make a display of it in disputing.
For the same Paul says to the Galatians, “For it is written, that Abraham had two sons, one of a bond-maid, and one of a free woman. But he who was of the bond-maid was born after the flesh: but he who was of the free woman, by promise: which things were spoken by way of allegory. For these are the two Testaments, one of Mount Sinai gendering unto bondage, which is Agar: for Sinai is a mount in Arabia, which borders upon that Jerusalem which now is, and is in bondage with her children. But that Jerusalem which is above is free, which is the mother of us all.”
Source: On the Profit of Believing (New Advent)