Hey there! :)
Similarities:
(1) Both poems show grief for their loved ones
(2) They both speak about love
(3) Loved ones' affected the main character's lives
(4) The theme is the same: love and death
(5) Both stories have repetition
(6) Both died because someone "envied' them
Differences:
(1) In "The Highwayman", they die to save their loved ones, but in "Annabel Lee", the narrator is sad with grief because his loved one died
(2) Loved ones' life ended differently
(3) The tone is different:
The Highway Man: dark and violent
Annabel Lee: bright and happy
(4) The writing "style" is different
Hope this helps :)