Yes allergies can last for months and some never seem to go away.
If your allergies last for months then you could have Rhinitis which is an inflammation and swelling of the mucous membrane of the nose and is also characterized by a runny nose and stuffiness and usually caused by the common cold or a seasonal allergy.
Usually taking allergy medicine and antihistamines can help get rid of the allergies or help improve the symptoms at least.
You can help yourself rid yourself of allergies by taking your allergy medication, cleaning your nasal passages with saline solutions and using an air purifier in your home and bedroom as well.
Also keeping the air moisturized using a humidifier or vaporizer is also a good solution.
If your allergies don't go away within a few months or so and they normally would go away then let your doctor know about.
The doctor can prescribe you some more powerful allergy medicine.