Allergy shots ( immunotherapy ) are very effective. However, they cant be used to treat some allergies, such as food allergies. If you have an allergy to insect venom, the shots are effective in 98 percent of cases. They also work to control hay fever about 85 percent of the time.For the last 20 years, allergy shots have become more sophisticated and fine tuned, Costa said. The shots are typically given to people with the most severe symptoms. In 2014, we have a much better chance of using the right dosages of allergens than we did with your grandfather s allergy shots, he said. The FDA has recently approved daily tablets that dissolve under the tongue as an alternative to allergy shots, but they are only available for ragweed or grass pollens.