Both can have similar meanings used in some contexts.
Beg might be used in a more emotional situation:
"I beg for your forgiveness." "Please, I beg you."
One could be on their knees and begging, for example.
Implore can also be used in these serious situations, but perhaps with less emotion attached to the action. It's also more formal and less commonly used than 'beg'.
"I implore you to rethink this decision."