<i>Background:</i> That specific immunotherapy (SIT) can slow the march of allergy has been confirmed in controlled clinical trials. However, an assessment of its effects in everyday life, in a large cohort of patients, might provide further useful information. <i>Methods:</i> This observational study comprised 3,643 patients allergic to pollens; 1,620 with pure allergic rhinitis or rhinitis and intermittent or mild-persistent bronchial asthma, responding poorly to standard pharmacological therapy (SPT), were treated for 3 years with SPT alone (pure rhinitis, n = 890), or combined with continuous SIT (rhinitis and asthma, n = 730). Symptom/drug scores were recorded, respiratory function and skin tests were done, and methacholine challenge was scheduled at the beginning and end of the study. A series of 2,023 patients with pure rhinitis, responsive to SPT, were asked to ‘self-medicate’ as needed, serving as a control group to check the incidence of asthma. <i>Results:</i> The incidence of rhinitis-asthma co-morbidity was highest in the self-medication group (50.8%). Persistent rhinitis was associated with asthma more often than the intermittent form, regardless of the severity of the symptoms that led to progression to asthma in patients with intermittent rhinitis. Treatment with SIT combined with SPT always slowed the allergic march which, however, was not influenced by drugs alone. <i>Conclusions:</i> In routine clinical practice, SIT is effective in preventing the allergic march. Patients with persistent rhinitis, who are at greatest risk of progression to asthma, appear to be the most logical candidates.