Depending on the severity of the allergy which may vary between simple itching and urticaria to severe breathlessness and fall of blood pressure/Anaphylactic shock which is a medical emergency, you may be prescribed simple anti-histaminic tablets/prophylactic anti allergic tablets ( des loratidine, fexofenadine etc/sodium cromoglycate ) Or emergency hospital admission respectively.

Needless to say you have to avoid taking the specific allergens or use a filtered mask if you have allergies to substances which are inhaled like dust mites or pollution, perhaps along with a newer anti histaminic drug. For anaphylactic shock you will require intravenous fluids infusion, intravenous steroids or intramuscular adrenaline and bronchodilator nebulisation in a hospital. In any case consult a doctor.