Yes, there is so much you can try -- OTC antihistamines, Atopica, Apoquel, Temaril P, steroid shots (if seasonal). I can't believe your vet has not mentioned all of this! If he hasn't mentioned this stuff, geesh, I'd be seeking a new vet asap bc this is very basic stuff.
Also, read this thread for more help on how to approach allergies:
http://www.yorkietalk.com/forums/die...tart-here.html