A double blind, placebo controlled, randomized trial published in the American Journal of Clinical Nutrition (Am J Clin Nutr March 2017 vol. 105 no. 3 758-767) showed that specific probiotic strains were beneficial for the symptoms of seasonal allergies. Specifically, two forms of bifidobacterium and one form of lactobacillus were supplemented. The mechanism of action is unclear, but I would assume that having more beneficial bacteria has a balancing effect on the immune system overall.