Hi, I believe some of them do....a quote from Andy Cutler in one of his posts on the Autism/Mercury group....
"Especially having had allergy shots which are usually thimerosal".
Perhaps it depends where you get them. Dont' know where you are but I imagine the allergy shots given by 'alternative' hospitals/clinics (eg the Breakspear Hospital in the UK) would not contain thimerosal.