Does she have fleas? did you check, look for black specks on the skin or the flea it's self. If this is a new puppy did you put a collar on her? when a collar is put on a pup they will scratch at it till they get use to it being on their neck. If none of those are it then what food are you feeding? The pups coat could be dry and you might need to change the food. You hardly ever see allergies in pups but it is possible but to help you we need more info. Oh yeah how many times has the pup had a bath?