I haven't seen much information online comparing the similarities and differences between the Nunit and MSTest Frameworks. Here I will define the similarities and some of the differences. If there is anything else which you come upon, please do add it to the comments.
Indentifies of an individual unit test
Identifies of a group of unit tests, all Tests, and Initializations/Clean Ups must appear after this declaration
Identifies a method which should be called a single time prior to executing any test in the Test Class/Test Fixture
Identifies a method in to be called a single time following the execution of the last test in a TestClass/TestFixture
Identifies a method to be executed each time before a TestMethod/Test is executed
Identifies a method to be executed each time after a TestMethod/Test has executed
Identifies a method to be called a single time upon before running any tests in a Test Assembly
Identifies a method to be called a single time upon after running all tests in a Test Assembly
The order of execution is similar in both frameworks, but there are some differences between the two:
I should also mentioned that in MsTest, TestContext exists for passing information about the test run. There is no equivalent in Nunit tests. This can serve as a handy tool for pulling information from datasources on the disk to the unit tests, as well as other uses. More can be read about it here.