Appropriate term?

Is there a term for writers like Hans Christian Anderson, A.A. Milne, J.R.R. Tolkien, C.S. Lewis, and George Orwell. They're all subtly different but yet seem to share a common purpose. Are their works best termed allegorical? I've always associated that term with more obvious examples like John Bunyan's Pilgrim's Progress. The works of the aforementioned authors seem deeper than "mere" allegory. I ask because I'd like to learn more about this kind of writing.