There's a very well-written and concise primer and video on food allergies at the cbs3.com:Food Allergies: Fact vs. Fiction. I've extracted the essential points below, and have highlighted the salient information:

Myth: Food allergy is very common.
Fact: Although 25 percent of people think they're allergic to certain foods, studies show that about only 8 percent of children and 2 percent of adults have a food allergy.

Myth: Most people with food allergies are allergic to strawberries and tomatoes.
Fact: Although people can be allergic to any kind of food, most food allergies are caused by tree nuts, peanuts, cow's milk, milk, eggs, soy, fish and shellfish.

Myth: Some people are allergic to sugar.
Fact: A condition is called a food allergy when the immune system (the part of the body that fights infections) thinks a certain protein in a food is a "foreign" agent and fights against it. This doesn't happen with sugars, sugar substitutes, or fats.

Myth: Milk allergy is very common in adults.
Fact: Milk allergy is much more common in children than in adults. However, by age 6, over 80 percent outgrow the allergy.

Myth: Food allergy is either lifelong or is always outgrown.
Fact: Children usually "outgrow" allergies to milk, eggs, soybean products, and wheat. However, people rarely outgrow allergies to peanuts, tree nuts, fish and shellfish.

Myth: Food allergy is not dangerous.
Fact: Food allergy can be fatal if it is severe enough to cause a reaction called anaphylaxis. This reaction makes it hard for a person to breathe.

The article also elaborates on some of these facts, and provide a few pointers for people with allergies. There was just a paragraph I thought shouldn't have been written under milk allergies:

New research shows that yogurt (with good bacteria called probiotics) may help with allergies. When University of California researchers fed patients 2 to 3 servings of yogurt a day, their allergic symptoms declined by 90 percent.

I don't question the findings. Yogurt may very well help with asthma, hay fever and other skin allergies, but for people with milk allergies, eating yogurt is not even an option.

Read the full article and watch the video here.