Here's another online shop you can get allergy-free treats: the Indigo Rabbit cookie shop!

They have a stringent allergy control program, so you can have cookies you can enjoy despite your food allergies. Among their selection are:

Wheat-Free (Gluten-Free) Cookies: Cinnamon Almond and Peanut Butter
Dairy-Free Cookies: Chocolate Pillow, Cinnamon Almond, Ginger Bites, Lemon Chewies, Peanut Butter
Egg-Free Cookies: Fruit Layer Bars and Lemon Chewies
Peanut-Free Cookies: Chocolate Pillow, Cinnamon Almond, Fruit Layer Bars , Ginger Bites, Lemon Chewies
Soy-Free Cookies: Chocolate Pillow, Cinnamon Almond, Fruit Layer Bars , Ginger Bites, Lemon Chewies, Peanut Butter
Tree Nut-Free Cookies: Chocolate Pillow, Cinnamon Almond, Lemon Chewies, Peanut Butter

Obviously, if you have multiple food allergies, for example to wheat, peanuts and tree-nuts, that's tough.