It has been shown that sometimes when a dog has an environmental allergy, limiting the amount of antigens his body is exposed to might help settle his hyperactive immune system down. Feeding a diet that contains a single protein and a single grain (or even a grain free diet) might be worth a try. You need to remember though, the food must be fed for 12-16 weeks and no other foods or treats can be given during this time. This is really the only way to determine whether or not it will help.
Another thing to consider is the food storage mites. MANY more dogs are allergic to these little buggers than they are to their food. Food storage mites love our homes. They love getting into the bin where we keep our food...unless we keep our food in a cool (or even cold place). If your dog has a positive allergy test for food storage mites, storing the food in the fridge might be beneficial. You might also consider a canned food diet.
Talk to your vet to diagnose the cause of the itching and get specific recommendations to help your itchy pet.