The book to read on this is Breathing Space: How Allergies Shaped Our Lives and Landscapes by Gregg Mitman, outgoing President of the American Society for Environmental History.

Mitman explains that allergies arose as recently as the 1870s - they are a malady of modernity. Allergies are, as you may understand, an overreaction of the immune system to external stimulants; inoculation gone wrong. The industry around treating these allergies began with 'hay fever' resorts in the late 19th century. Industrial smoke, pollutants, and other irritants positively correlate with sensitivity to seasonal pollen, and those rich urbanites suffering from spring allergies would travel great distances to escape the plants that plagued them. Unfortunately, they often carried pollen and spores with them, hence many of these resorts soon also were rife with ragweed and other irritants. There are many examples of short-lived Michigan resort towns that Chicagoans would escape to. As time went on, these resorts needed to be further and further away from the reach of pollen; see also the early history of Santa Fe and Vail as health-based escapes from seasonal allergies and other ailments of modern city life. (See the Devil's Bargains by Rothman and The Frontier of Leisure by Culver - esp re: Palm Springs about tourism in the West)

Allergy as a medical term was only coined in 1906 with advances in immunology studies. Right about this time came the shift in emphasis from running to 'pure' nature resorts for relief and healing from the problems of allergies to running indoors, where science could save one. There were campaigns to eradicate allergy-inducing plants in cities (which often involved spraying them with noxious and toxic chemical irritants, also bad for people's respiratory health!), and eventually anti-histamine medication in the mid 1940s. In the second half of the twentieth century, this trend came to fruition with indoor air purifiers and filters, sanitary enclosed spaces, aerosol bronchodilators (for asthmas primarily) and other efforts to protect and shield ourselves from irritants both natural (pollen) and anthropogenic (pollutants).

Of course, the whole history of allergies is rife with classism and environmental injustice. The poor and disadvantaged have historically suffered worst from asthma, allergies, and environmental pollutants (with evidence proving correlation, if not causation, there), and the rich have always had the means to run away - either physically from the place, or by insulating themselves with barriers physical, medicinal, and technological.

Mitman writes:

Allergy drugs promise escape from place. But the body, where the allergy drugs work their wonders, is also a place. [...] Allergy is not a thing but a relation [between place and self].

I'm a historian of the twentieth century, so my answer is grounded there, but I hope this helps!