While allergy, asthma and rhinitis do not inevitably co-exist, there are strong associations. Not all those with asthma are allergic, rhinitis may exist without asthma, and allergy commonly exists in the absence of asthma and/or rhinitis. This is likely due to the separate gene/environment interactions which influence susceptibility to allergic sensitization and allergic airway diseases. Allergic sensitization, particularly to foods, and eczema commonly manifest early in infancy, and not infrequently are followed by the development of allergic rhinitis and ultimately asthma. This has become known as the “allergic march”. However, many infants with eczema never develop asthma or rhinitis, and both the latter conditions can evolve without prior eczema or food allergy. Understanding the mechanisms underlying the ontogeny of allergic sensitization and allergic disease will facilitate rational approaches to the prevention and management of asthma and allergic rhinitis. Furthermore, a range of new, so-called biological, therapeutic approaches, targeting specific allergy-promoting and pro-inflammatory molecules, are now in clinical trials or have been recently approved for use by regulatory authorities and could have a major impact on disease prevention and control in the future. Understanding basic mechanisms will be essential to the employment of such medications. This review will explain the concept of the united airway (rhinitis/asthma) and associations with allergy. It will incorporate understanding of the role of genes and environment in relation to the distinct but interacting origins of allergy and rhinitis/asthma. Understanding the patho-physiological differences and varying therapeutic requirements in patients with asthma, with or without rhinitis, and with or without associated allergy, will aid the planning of a personalized evidence-based management strategy.