Allergy drops, or sublingual immunotherapy, is a painless alternative to allergy shots. This therapy, like traditional allergy shots, comes the closest to curing allergies. Sublingual immunotherapy has been used successfully for years in Europe to treat allergies of the eyes and nose, as well as allergic asthma. While not yet FDA approved in the United States, sublingual immunotherapy is on the horizon, and is likely to be a welcome alternative for those people who have a fear of needles.
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This should be updated — I believe sublingual immunotherapy is now approved in the US.
Actually, the antigens used in sublingual immunotherapy have been approved by the FDA, but the route-of-administration (under the tongue) has not been approved. Several manufacturers are trying to get single-antigen therapy approved.