Is it possible to develop an allergy to anything?

Anything being, all there ever is:

Any form of chemical compound, substance, materia, element, coal… etc.

This is just a theoretic, scientifically confusing wondering I have: Where does nature draw the line and say nope, you can’t grow allergic to this because of that.

I once knew about a person who became allergic to his own sweat, for instance. He had to stop playing in our football team. I found the whole story to be quite strange.