There is no real difference.
"Each" implies more importance on the objects being identified separately. "Every" implies more importance on including all of the objects.
For example
"Tell each person the king is dead" - This would imply that you should talk to each individual separately to give them the information. That is, if there are 10 people, you would be more likely to say "The king is dead" 10 times.
"Tell every person the news" - This implies that you should make certain that you do not miss anyone. You might gather all 10 people and say "The king is dead" just once.