As Vinniedoggy said, environmental allergies are much more common than food allergies. Dogs can be allergic to grass, pollen, carpet fibers, even the perfumes and dyes added to the laundry detergent you wash their bedding in.
There is no one food that is good for allergies. A dog can become allergic to anything with constant exposure to that ingredient. The key is to rotate through different foods regularly to avoid having him build up the antibodies that trigger an allergic reaction.
Adding fatty acids to his diet can help with allergies, too.
Omega Fatty Acids: Sources, Effects, and Therapeutic Usesin Dogs