Numerous epidemiological studies have investigated potential associations between allergy history and cancer risk with strong inverse associations reported in studies of pancreatic cancer, glioma, and childhood leukemia. Recently, there has been a rapid expansion of the epidemiological literature both of studies evaluating self-reported allergy history in relation to cancer risk and of studies evaluating biological indicators of allergy history and immune function including levels of immunoglobulin (Ig) E. However, there are several potential methodological limitations associated with prior studies, and further research is required to clarify associations observed. This paper summarizes the recent epidemiological literature examining associations between allergy history and cancer risk. From 2008, a total of 55 epidemiological studies were identified that examined some aspect of the association between allergy and cancer. Although the majority of studies examined self-reported allergy history in relation to cancer risk, there were also studies examining allergy diagnoses or discharges as captured in existing administrative databases, levels of IgE, polymorphisms of allergy, inflammatory- or allergy-related cytokine genes, and concentrations of immune regulatory proteins. The most frequently studied cancer sites included brain and lymphatic and hematopoietic cancers. Potential methodological sources of bias are discussed as well as recommendations for future work.