There are specific severe allergies, such as to peanut or bee venom, that are sometimes treated by increasing exposures very carefully over time. This should be done only under careful medical supervision, but they can dramatically increase tolerance to the allergen. They probably don't completely eliminate the allergy.
I had a really horrible health crash about 25 years ago, during which I found I was allergic to most grains and seeds, many fruits, dairy and eggs, and several meat/protein products. Since there were so few foods left that I could eat, my doctor suggested a rotation diet, in which I would eat a small amount of any food only once every 4 days. This time gap gives the body a chance to recover from a previous exposure before encountering that allergen again.
It took a few months of very careful scheduling (I also kept a diary of symptoms/reactions) before I noticed an improvement, but then I steadily felt better over the next few years. It was a pain, but taught me a lot about what worked for me, and what didn't. After maybe a dozen years, I began to break the rotation cycle occasionally, and found that my sensitivities had become less significant. Now I still pay attention to how often I eat many foods, but others seem not to be a problem any longer.