I have a lot of clients that had the same issue - switching to a high quality food ALWAYS does the trick! So don't fret, the solution is pretty simple.
California Natural is what most of the previous-allergic doggies eat now and they have no problems at all.
You could switch over to that or even try home cooking. Dr. Pitcairn's Guide to Natural Health has a lot of information on the topic & recipes to get you started.
Also, supplements are great for coat issues. Just go with a high quality company because there are a lot of choose from nowadays. i.e. I wouldn't get something from a store like PetSmart, rather buy Solid Gold or another high-end brand.