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Do pillow covers work?

I saw some pillow and mattress covers in my local store the other day. Do they actually work or is it some marketing gimmick? 

Answers: 
There's evidence that they do work.
There is some evidence that pillow and mattress covers can help reduce the allergen load you are exposed to from dust mites. However, covers alone are not likely to be sufficient to prevent allergy symptoms and should be used in combination with other interventions, such as regular thorough cleaning, use of air filters and allergy medication and treatment.