1.In terms of meaning,They both shows speediness of actions and the usage are basically similar.But 急忙 emphasize the haste in the mind,and stress on describing the expression on face.
连忙emphasize the haste on the time of the action, and often stress on indicating some action immediately happens after the last action in the time .
e.g. 上课时间快到了,他急忙穿衣服出门。(It's time to class,and he put on hurriedly and go away from home)
e.g.他不小心撞了一个女孩,连忙向她道歉。(He apologized to a girl fleetly whom he just bumped into . )
2.As an adj.急忙 can be used reduplicatively.But 连忙 can not
e.g.他急急忙忙的去医院看他的妻子。(He went to the hospital to see his wife quichly.)