In order to do asthma/allergy, you will have to do a residency in either pediatrics or internal medicine. After that, you have a few choices. You can either do a fellowship in allergy/immunology, or you can do a fellowship in pulmonary. Another option for people who REALLY want to only do asthma and allergy, is to do both fellowships. The easiest way to go about doing that is to get into a pulmonary fellowship that has an affiliated allergy/immunology program. If you are already in the pulm fellowship, the A/I program may let you weasel your way in outside of the match so that you can get additional training in allergy.