The New York Times has an informative story on allergy labelling. Read it here. 

Takeaways: 

• "Companies must place special warnings on prepackaged foods if they were made using certain allergens: milk, eggs, fish, shellfish, peanuts, wheat, soybeans and tree nuts."
• "Manufacturers do not have to print a “contains sesame” message. It may even be hidden under “natural flavors” or “spices” on the ingredients label."
• "the federal government does not require manufacturers to include labeling for possible cross contact of allergens."
• "foods produced in a bakery or deli and “placed in a wrapper or container in response to a consumer’s order” are not covered under federal labeling requirements."