It could be allergies to either food or something in the air, or it could just be the season change (I know my hands get very dry in the winter). If you are bathing them too frequently with shampoo, that could also be a factor. I've heard salmon oil (or other fish oil) in caplets made for humans helps skin health. You just poke a hole and squeeze it on their food. I would give just a little bit at first and work up to the full contents of the caplet over a period of time because some dogs can have sensitive stomachs. Hope this helps!
you can try adding a tea spoon of oil in their food first, avoid frequent bathing, check your shampoo for harsh chemical, your last resort is food allergy.
Like Abbea suggested, I found that fish oil helped with Sidney's itchy skin. You can buy it specially made for dogs, but I just bought the ones for humans and squeeze one or two ever his dinner. He laps it right up!