Allergen immunotherapy is highly effective in selected patients with allergic rhinitis, allergic asthma, and Hymenoptera venom allergy. Unlike anti-allergic drugs, both subcutaneous and sublingual immunotherapies have been shown to modify the underlying cause of the disease, with proved long-term clinical benefits after treatment cessation. In this review, we analyzed 10 randomized, double-blind, placebo controlled clinical trials of allergen immunotherapy that included blinded follow-up for at least 1 year after treatment withdrawal. Three studies of pollen subcutaneous immunotherapy provided evidence that a sustained, tolerogenic effect of subcutaneous immunotherapy can be achieved after 3 years of treatment. Six trials of sublingual immunotherapy provided robust evidence for long-term clinical benefit and persistent immunologic changes after grass pollen, house-dust mite, or Japanese cedar immunotherapy, whereas a clinical trial of both sublingual and subcutaneous grass pollen immunotherapies showed that 2 years of immunotherapy were efficacious but insufficient to induce long-term tolerance. These studies strongly supported international guidelines that recommend at least 3 years of allergen immunotherapy of proven value to achieve disease modification and sustained clinical and immunologic tolerance.