First and foremost, remove the offending allergen, whether it be a plant (poison ivy/oak/sumac), animal dander (cat scratch), food (peanuts, shellfish, etc.) and so forth. Then you can try some local cortisone cream (Cortisporin and others). Also, antihistamines as suggested above, although they might make you sleepy (they are the main ingredients in over-the-counter sleeping pills), so don't drive or operate machinery (Yadda, yadda--like it says on the box). If those don't work, a trip to the doctor for an injection of cortisone and/or antihistamines is indicated.
Then, avoid the allergen in the future.