Does having allergies somehow protect against cancer? nor is it the other way around? what cancers and allergies are involved?

No: Allergies result when your immune system become sensitized to substances in your environment, and thus over react to their presence. Cancer results from a mutation in a cell line which causes unchecked growth of a single cell line or type. There is some evidence that the immune system can be trained to attack some cancers, however having allergies is not in itself protective.