It depends on the allergy.
For example, the Infected are allergic to sunlight. If they are no longer exposed to sunlight then the effects of the allergy cease. (Physical damage incurred by Severe and Deadly allergies remains until healed.) The same goes for other "contact" allergies, like seawater or precious metals.
If it is a dietary allergy, then the effects can persist anywhere from minutes to a week. The GM can decide on a case-by-case basis after factoring in dosage, severity of allergy, and any other factor they feel is pertinent.