If we are looking upon the immune system as being similar with a defensive army, then we should see allergy as the expression of one of the battles of this army. Only that ... in allergy immune system is exaggerating its duties because the substances he fights to are not aggressors and they would not do any harm when getting in contact with our body. These substances, which you probably know that are generically called allergens can be pollen grains, mites which live in the house dust or wheat, moulds, animal secretions (i.e cat saliva), foods, drugs etc.
The allergic attack develops in several steps, some of which you might not be aware of.