Dry Skin or Allergy
You may just have really dry skin
, which happens a lot in the winter. Soaps & shaving can irritate & dry out your skin, making it itch.
Try a heavier moisturizer if you haven't already. You may also be having a reaction to the soap or lotion you're using. You can try switching brands to see if that helps. If nothing is working, see your dr, there may be another underlying cause.