I'm allergic to cow's diary - all of it (butter, milk, cream, cheese, yoghurt etc) and intolerant to all other forms of dairy (sheeps/goats/buffalo - think mozerella etc) - allergic as in anaphylactic shock, rather than just an intolerance (such as problems with my asthma at night). To make matters more fun, I also can't have a number of other products such as strongly acidic fruit (pineapple being one of the worst offenders for me), vinegar, pickles, any fruit juices, any squash style drinks, any fizzy drinks etc, due to something called a chronic geographic tongue - I won't post any pictures, but basically if you bit your tongue enough to make it bleed, then had some neat lemon juice, that is what it is like for me all the time.
I've never missed things such as coke or pepsi, never being able to have had them in the first place. But the dairy allergy started about 15 years ago, so things like chocolate, cakes, butter, yoghurt, cheese etc I do miss because I know what they taste like. Things have improved considerably in the last few years and there is some really decent (vegan) chocolate around now, and I even have a recipe that replaces butter with something that resembles butter. Milks are easy to replace now, my preference being for oat milk which I will happily drink cold, soya yoghurts are coming on considerably now with many new flavours having been launched in the UK in the last 12 months, but I do miss not being able to eat out. Even a jam sandwich can be a huge risk for me: bread frequenly contains skimmed milk powder, margarine frequently contains buttermilk to make it taste creamier and even jam (yes jam) can contain butter which is used to prevent foaming - though this is more of a problem with homemade jams that shop purchased ones.