Odd itchy rash with a few red bumps and some on penis

Hi,
     I had this rash type thing just appear on my inner thighs a few weeks ago, but it isn't visible. You only know it's there because it itches (mostly in the morning and at night). There are however a few of these sort-of large red bumps. When I scratch them it feels really good so I can't stop. I have a couple on the head of my penis and it makes me a little concerned, I don't know what this is and I've been to the doctor about 3 times now for the itching. They keep saying it's an allergic reaction to something but why would it be on my penis if that was it? I just want it to go away. I had 2 bumps on my penis at first, then it appeared they faded away after about 2 weeks, but 2 more showed up soon after. They don't itch like the others, but I can't help thinking they're all connected. If a photo will help I will post one.