By definition, the words are not exactly the same.
en boulevard is a very wide road with trees on each side.
en allé is a road with trees planted on both sides, often leading up to a manor house.
In reality, many roads that do not fit the above definitions have Boulevard or Allé in their names.
The sentence "Vi bor på den samme boulevard." would only be used if they live on the same very wide stretch of road.
Yes, like in all languages. Well, the difference is the avenue is a way going from one place to another (from the french Avenue, way of venue, itself from the latin avenire) the boulevard is normally circular and goes nowhere (followed the ramparts of a town, comes from Old english bulwark, fortifications). Both have (or had) trees on the sides. But this its the theory.
Nowadays the avenue is a large urban way, more important than a street but smaller than a boulevard and they no longer need any tree on their sides.