There are a few different options when treating allergies: avoidance of allergens, medications, and immunotherapy. Unfortunately, avoiding your allergens may not always be a feasible option, especially for airborne allergens. In this case, there are various over the counter and prescription medications that can treat allergy symptoms. When avoidance and medications do not provide adequate relief, you can then try allergy immunotherapy. Allergy immunotherapy, or allergy shots, work by changing the way your body reacts to allergens to help control allergic symptoms for patients.