Let's get down to business. If it's seasonal, skip to that section. This is the first thing many people think of as causing allergies. But it's actually one of the least likely. A dog may be sensitive to a protein source in his food, or to the protein part of grains such as wheat, soy or corn.
Wheat gluten is another one which frequently causes some itching.
If you have an itchy dog, avoid foods with soy. Try switching to a food with a different protein source, or with a different grain content than you've been feeding. Test this food for 6 weeks and see if there's any difference. If food does seem to be the problem, rotate different foods through your dog's diet. Allergies develop after exposure to an ingredient, and the more exposure, the more likely an allergy will develop.