There's lots of anecdotal evidence about the benefits of honey on allergies. I could also add my own positive story to that list, but the science looking into the matter still seems rather limited. So far a few studies have said it doesn't help, so it was nice to see some evidence that matches up with my own personal experience.
Of course It still might depend on what you are allergic to, and how likely the pollen of that plant will be found in the honey you eat. This study checked specifically for allergic reactions to birch, and found some very positive results.
The common arguments against honey helping with allergies is that people have allergy problems with wind-borne pollen, and bees tend to collect more of the heavier, sticky non-wind-borne pollen. It's is, however, important to remember that furry bees carry an electrostatic charge, which makes them pollen magnets, so they may very well be collecting some of that wind-borne pollen just by flying through the air.