What an adorable name, my daughters Blue Heeler mix is named Roxy and she is a hoot...(dog that is

)
I know for people, oatmeal bath works...
She probably has dry skin, unsure what breed of dog you have, as some do have skin conditions and there are some which are allergic to fleas.
I believe they sell over the counter dog shampoo for dry or irritated skin.
~Zig
P.S. Maybe cornstarch (very lightly rubbed in her coat) may ease the itching for the time being....