Is there treatment to build immunity to bee stings? A few years ago I broke out in hives all over my body after a sting. I carry an epipen (epinephrine).

Absolutely. I strongly disagree with the previous answer. Venom immunotherapy is absolutely effective for patients with bee sting allergy. Vit, administered to the proper patient , in the proper doses, by a bc allergist, reduces one's risk for anaphylaxis to "bee stings" from 40-70% risk to the low single digits.
Not really. There is no good, permantly effective desensitization. Keep the Epipen (epinephrine) handy and teach a friend/significant other how to use it.