I was just researching/writing about this: science-y hair blog: Itchy Scalp - Some Easy Remedies

If it's dry/cold where you live, you might consider getting a humidifier for your bedroom and move it around to where you are in the house during the day. It doesn't fix the problem, but it does relieve some of the winter itch fest.
http://science-yhairblog.blogspot.com/