BrainPop, a producer of animated educational movies for young audiences (grades 3-12) has one on allergies. It has been mentioned in this Yahoo news article.

Visit www.brainpop.com and join teen-robot duo Tim and moby for a plane ride on which a seemingly innocent bag of almonds prompts an in-depth discussion of allergies. Viewers learn about the physiology of an allergic reaction, the role of the immune system, the different types of allergens and the symptoms, diagnosis and treatment of allergies.

If your little one is in grades K-3, there's another movie on allergies in BrainPopJr, which might be more suitable, with interactive games and activities to supplement the film's lessons.

To see the movies, you'll have to sign-up for a free 14-day trial. If you want to maximize your trial, you may also want to watch that on asthma and the immune system. Enjoy!