It's very much dependant on what causes the reaction allergys in dogs can be broken into a few basic catagories,Contact,Bacterial,Inhalant,Flea and of course food.
To treat an allergy first we need to establish the cause you can usually trace this back to a change in routine for example new food, or walks in different areas even a change in household cleaners can set of a reaction.
Depending on the cause and severity sometimes just eliminating the source is enough.
But obviously should symptoms persist seek advice from the vet.
A good resource on this topic is http://www.dogswithallergies.org