According to WebMD, whether or not immunotherapy works depends on how severe allergy symptoms are and the allergen causing the problem. In general, however, immunotherapy is effective for allergies relating to dust mites, bee stings, pollen, animal dander and mold.
Immunotherapy, sometimes referred to as allergy shots, works by acclimating a person's body to substances that cause allergic reactions, according to WebMD. The first doses of immunotherapy are small and contain a tiny amount of allergens. These shots are usually administered twice a week for several months. As the therapy continues, the dosage increases until the patient reaches a maintenance shot, which is administered twice a month for several months. The doctor then increases the amount of time between maintenance shots until the desired effect is achieved.