An allergy is an exaggerated response from the immune system to a substance in the environment, called an allergen. Allergic reactions are extremely common in horses, whose immune systems can overreact or become hypersensitive to things they touch, inhale, eat, or that are injected into them. Think insects, hay dust and mold, tree and grass pollen, products such as fly spray or shampoo, and drugs such as IM penicillin. The two most common sites for allergies to appear are the skin (hives, itching) and the respiratory system (coughing, nasal discharge).