Maddus Mattus said:

I think it's because the pain you inflict when scratching nullifies the itch out,..

That's why an itch always returns,..

On a semi-related note:

http://health.howstuffworks.com/question552.htm
'Parts of your body may fall asleep because pressure causes a nerves path to be blocked, or the blood supply is cut off which blocks nutrients necessary for the nerves function.  As the nerves start to become active again you feel noise in the signals.'

I found myself in a debate over that a couple days ago.