First, the cave. Caves are an important feature of Greek Mythology as well as Song of Solomon. In Song of Solomon, events in a cave set off much of the tension in the book. Here, Pilate and Macon kill their father (probably), and leave gold behind, which causes the split between Macon and Pilate. (The gold also highlights a deeper split in their natures over their philosophy on money in general. Macon thinks it's the only true freedom, while Pilate and her family are happy to live without-- Hagar constantly gives away her winnings).
Flight: Professor Miller suggested that Milkman could be compared to Icarus, who flew too close to the sun, crashing and burning on his arrogance. I think that the hero's journey Milkman undergoes demonstrates his success rather than failure.
Hagar's name, too, comes from the second wife of Avraham (Abraham) in the bible. Like the biblical Hagar, Song of Solomon's Hagar was cast out by her lover.
King Solomon is also referenced in Song of Solomon's title. King Solomon was gifted with wisdom, though he was punished for taking too many wives and had trouble with his children, who split the kingdom in two. In Song of Solomon, Milkman's great grandfather Solomon supposedly flew back to Africa, leaving his wife and 21 children. Later issues in the family may also hearken back to Biblical Solomon, such as the split between Macon and Pilate.
Though three books in the Hagiographa are attributed to Solomon (Song of Songs, Proverbs, and Ecclesiastes), Song of Solomon probably refers to Song of Songs, which ostensibly deals with issues of love.
However, Song of Songs isn't the only book from its category mentioned in Song of Solomon. Milkman's mother is named Ruth (which is unlikely to be coincidence in a book that includes names like Milkman and Guitar). Biblical Ruth is another paragon of loyalty and love, who follows her mother-in-law into a foreign land after her husband dies, eventually remarrying to Boaz. Ruth is the ancestor of Solomon and David, connecting Song of Solomon's Milkman further to David. However, it is hard to see how Song of Solomon's Ruth herself compares to the biblical Ruth.
Though Song of Solomon's Ruth's husband never died, Ruth might have been better off if Macon was dead. It seems like Ruth has to deal with her husband being a living dead person- his name is Dead, their relationship is dead, but still he lives on to torment her. (Interestingly, Macon seems get more use out of his full name, Macon Dead, than any other Dead relative). Ruth seems to have an obsession with death-- it even says in the book that she dealt with death far more strongly than anything in life. It's almost as if Ruth is made to contrast with biblical Ruth, and to envy her for the love she gave and got. SOS Ruth has lots of love, but no one to accept it.
So, does anyone have any more allusions to Western concepts from Song of Solomon?