Allergies, intolerances
Allergies versus intolerances
To be intolerant of some ingredient may mean that you are to sensitive to something when used as a serious/large ingredient, but not necessarily much trouble with trace amounts of it.
Allergies (here specifically food allergies rather than contact allergies) suggest hypersensitivity
and usually more serious reactions (often of your digestive system), often affecting you for hours or days after,
and sometimes actively live-threatening.
Many allergies/intolerances are to specific proteins.
The most common
Soy
http://en.wikipedia.org/wiki/Soy_allergy
Dairy
http://en.wikipedia.org/wiki/Dairy_allergy
Wheat, gluten
http://en.wikipedia.org/wiki/Wheat_allergy
http://en.wikipedia.org/wiki/Gluten_sensitivity
(Note that Wheat allergy and Gluten intolerance are different things, though have similar ingredient sources and much the same effect)
Eggs
http://en.wikipedia.org/wiki/Egg_allergy
Seafood, Shellfish
http://en.wikipedia.org/wiki/Seafood_allergy