It is quite possible (actually, quite likely) that the itching was caused by yeasts and/or other micro-organisms present on the scalp. If that is the case, kill these off and the itching goes away. One extremely cheap, totally natural, and effective way to wipe out these life forms is to apply vinegar to the scalp. This is best done by actually wetting the scalp, not necessarily all the hair. For those who worry about the smell of vinegar, the exercise can involve only 8-12 hours of leaving the vinegar on, choosing a time when you are staying in and/or occupied with something when it doesn't matter that you have vinegar on your scalp. In fact, the smell goes away almost entirely once the vinegar dries off, half an hour or so unless you have long hair that is wet to start with. You can then use normal, even cheapest, ordinary frequent use shampoo and rinse the vinegar away. It is important to realise that you cannot kill off literally all of the organisms so it is advisable to repeat the process with a couple of weeks. If the problem ever comes back then repeat as necessary. Note that any lesions on the scalp from scratching or from bacterial attack that has breeched the skin will sting briefly when the vinegar is applied.