I was prescribed anti-histamines in my last pregnancy due to a rash & itching. I think quite a few of the regular hayfever tablets are safe, but always best to check with your GP (I've found that pharmacists usually just say no to anything when they find out you're pregnant).
This if from the NHS website:
Pregnancy and breastfeeding
As a general rule, avoid taking any medication during pregnancy unless there's a clear clinical need. Always check with your GP, pharmacist or midwife before taking any medication.
If you're pregnant and feel that you need antihistamines, or you're advised to take them by your GP, loratadine or chlorphenamine are the antihistamines that considered the safest to use.
However, chlorphenamine is a first-generation antihistamine, so it may make you feel drowsy.
If you can't take loratadine or chlorphenamine, your GP may recommend another oral antihistamine called cetirizine. Cetirizine is also considered safe to use during pregnancy.
Antihistamine eye drops and nasal sprays should be used with caution during pregnancy. Some people are allergic to antihistamine eye drops. Seek advice from your GP before using antihistamine eye drops or nasal sprays.
Most antihistamines will pass into breast milk. While this isn't thought to be particularly harmful, it's recommended as a precaution that you don't breastfeed while taking antihistamines.