Here is a link to the allergen list for McDonalds in the USA:
http://www.mcdonalds.com/app_controller.nutrition.categories.allergens.index
.html.  
McDonald's in other countries may use different vendors. Neither the
hamburger buns nor the Quarter Pounder buns are listed as containing dairy.
My 12-year-old daughter, who is hair-trigger allergic to dairy, has no
problem with them.  The breading on the chicken products is listed as
containing dairy ingredients.

At other restaurants, be careful when ordering tomato sauce on pasta (or a
cheeseless pizza with tomato sauce).  A lot of Italian recipes for red
spaghetti sauces or pizza sauces call for parmesan, locatelli or romano
cheese. The cheese won't be visible to the eye as it is incorporated into
the sauce.  You need to ask the chef whether the sauce is homemade or, if it
is not, whether there is a can or jar that lists ingredients.

When we eat out, my daughter has grilled beef or pork (we stay away from
poultry since it is often injected with a lactose-containing solution),
plain pasta (we ask that it not be buttered--we ask for a little olive oil
to moisten it) or pasta with red sauce (after interrogating the chef about
possible cheese in the sauce), salad with no cheese or croutons in an oil
and vinegar dressing, cheeseless pizza with vegetable toppings like black
olives or mushrooms (after inquiring about the ingredients in the sauce and
crust), steamed vegetables with olive oil instead of butter or margarine,
and fruit cups.  In fancier restaurants, she often has peel-and-eat shrimp
with lemon.  We've also had luck with tuna salad and egg salad in delis,
after making sure that the binder is pure mayo and not some combination of
mayo with sour cream or yogurt. She also likes BLTs, provided we check the
ingredients in the bread. She's also had luck with some vegetarian soups
like minestrone. 

On a separate topic, which will serve as a reminder to us for the absolute
need for vigilance:   The April-May 2005 edition of the Food Allergy News,
published and mailed by the Food Allergy and Anaphylaxis Network
(www.foodallergy.org), reported two deaths of children due to food allergy
reactions.  One was a girl with peanut allergy and asthma that ate an egg
roll that contained peanut protein and the other is described as such: "A
17-year-old boy with a milk allergy and asthma drank a protein shake that
contained whey, not realizing that this ingredient contains milk protein."
The June-July 2005 issue reported another death:  "A 7-year-old girl with a
known allergy to milk and asthma ate some powdered hot chocolate mix that
contained milk protein.  Epinephrine was not administered quickly." Hope you
all have a safe summer.