This study reviewed the existing body of science investigating sublingual allergy drops for grass allergies (a version of hay fever to most sufferers) and concluded "a systematic review of double-blind, placebo-controlled, randomized clinical trials of grass pollen-specific immunotherapy for the treatment of seasonal allergic rhinoconjunctivitis in adults and children. Our conclusions were that sublingual immunotherapy (SLIT) with grass allergens improves rhinosinusitis symptoms and that it reduces the need for medications compared with placebo in adults."
http://www.futuremedicine.com/doi/abs/10.2217/thy.11.31