Yes, allergies can develop out of the blue whether they be allergies to environmental or food. However if the itching is severe and sudden in onset then I often look for some other possibilities. I assume you have bathed him but if not, then sometimes topical irritation can cause itching. Bug bites can be a cause. Also while fleas themselves may not be an issue
now if the pet is flea allergic - then just one flea bit can keep a dog itching for awhile after the fleas have been taken care of. Skin infections can also cause this - be it yeast or bacterial. Ringworm and mites (mange) usually have some other visual changes in dogs but are also possible. These would be the causes I would try to rule in or out. Endocrine disorders such as thyroid, Cushing's disease etc... are unlikely to cause itching but can contribute to dermatologic issues. Finally stress of any sort can lead to dry, itchy hair coats. Hope the list helps and does not confuse.