Here's a direct quote from Alternative Medicine Zone, see if these techniques help you out this allergy season.
Kapalbhati Pranayam: This consists of quick and forceful inhalations and passive exhalations. This can offer relief from a lot of allergy symptoms by clearing the nasal passage. But this breathing exercise is important to perform properly; otherwise you will end up not inhaling enough oxygen and become lightheaded.
Nadi Shodhna: If you are very congested you may not be able to perform this breathing exercise because it involves breathing in through one nostril and exhaling through the other and then switching and doing the opposite.
Yoga Asanas that may help with allergies include the Shoulder-stand or the salamba sarvangasana which can help to improve drainage of nasal passages and hence help to open them, because of the inverted pose adopted. The Bridge pose of the setu bandha sarvangasana uses the backbend to help expand the lungs and the chest improving and increasing the breathing capacity.