OMG!!!!!!!!!!!  I love you people and I love the internet!  Thank you so much for letting me know that it's not just me.  I have a life-long history of running.  I ran very competetively in high school, college and professionally.  In those days I worked out 6 days a week and the longest break I ever took from age 16-24 was about 3 weeks.  I remember experiencing the itching maybe twice in high school and about 3 times in college.  It was EXCRUCIATING and had me wondering whether this was some bizarre psycho-somatic response deeply rooted in the repressed trauma of all of the extreme training I had endured since adolescence (even though I always loved running with a passion)!  Or maybe an undiagnosed allergic response.  I really had no clue.   I stopped competing about a decade ago and nowadays, it happens just about every time I attempt to walk or run outside for a prolonged period.  And, yes, it get worse if you scratch or even just bearly graze your skin.  It's unbearable.  I must say, it does seem to happen more often in winter but doesn't happen when I run on the treadmill indoors.  Go figure!