Is it normal to have a large bump on the site of the allergy injection?

Yes: Right after the shot there may be an itchy lump on the skin like a hive, anywhere from a pinpoint to a silver dollar size. This is usually normal, although some doctors adjust the dose if it's large. Also, as the dose gets higher, it is common to have a hard, non-tender swelling that develops over a few hours and lasts a few days. This is also normal.

Yes: Yes. This becomes more common as the strength of the shots increase. The "bumps" can range in size from a mosquito bite to a "golf-ball", and may or may not be itchy. Always inform your allergist about the size and duration of any local reactions, and especially if there are any other symptoms away from the site of the injection as this may be a sign of a stronger than expected reaction.