If he's itchy because his skin is really dry, try a good bath to clean him up, and also use wash out conditioner. After he's clean and dry, try using an oil based leave on hair conditioner to start moisurizing his skin? I used to use one every time I groomed and their skin condition was great (try Miracle Groom (aka Healthy Hair). If you dilute it right it doesn't leave your horse greasy either.)
It could be the fly spray you use- maybe it's too drying. My pony was very itchy so we switched flysprays and it worked!
Thanks guys for the answers! I gave him a bath with some medicated shampoo last week and really curried the soap in. I think it helped, but certainly didn't fix it.
I'm wondering if he may have fall allergies, not sure if horses commonly get them.
Is it maybe an allergic reaction on something? Baby products are pretty good for horses, or use neutral ph shampoo for your horse and see how it is 2 or 3 days after, have you changed anything during those last days? If it's getting bad, don't hesitate as Liz said to contact a vet :)
He could just need a good currying, or he could have a skin problem. Try currying this whole body and then bathing him with warm water, and f that does nothing I would contact the vet.