I am allergic to Imitrex. I took the shots for years and had no idea that the resulting eyelid swelling/pins-and-needles feeling, throat swelling, and skin/scalp burning sensations (esp touching water, for some reason) were a concern. (The last one is apparently not an anaphylaxis thing, but a mild reaction.) I just hadn't mentioned this to my migraine doctors, figuring that was normal. I had the reactions to a slightly lesser extent with the imitrex pills. Eventually, someone asked and I was told to never take it again. I just got lucky, I'm told, that I never had a full-blown reaction.
After that, I took maxalt for 10+ years with only the burning thing and now frova (for the last 5 with the same) and Zomig (tbd). So long story short, while purely anecdotal, not all triptans are the same. You can be allergic to one, but not necessarily to all.