I have had experience with itchy hamsters for a few years now (I keep and breed syrian hamsters).If you are using a beding like pine or cedar (especially cedar) you should switch her onto something like aspen wood, corn cob bedding or recycled paper like carefresh bedding. The oils in pine can cause allergies for hamsters, and the oils in cedar are almost certain to do so since they are so strong. Cedar is a big no no with any hamster/rat/gerbil becaus ethey irrtate the animals so much. Another thing you could try wich has worked for me in the past is giving your hamster bottled spring water if she is currently getting tap water. Sometimes they can develop allergies or sensitivities to minerals in tap water.
Good luck, hope this helps.
~Andrea