What can be done about cat allergies? Is it the hair, the saliva, the pee, or what part of the cat?

Saliva/dander. Severe allergies to cats is usually caused by the saliva. Cats constantly are cleaning themselves and their saliva is deposited on the hair and skin. Therefore if you suspect that you have an allergy don't pet any cats and if you must be some place that has cats around take antihistamine medication such as claratin or Allegra (fexofenadine) for a few days prior to going there.
From Wikipedia: Five cat allergens have been described in medical literature.. .. Fel d 4 is. .. Primarily expressed in the submandibular salivary gland and is deposited onto dander...A study found that 63% of cat allergic people have antibodies against fel d 4.