Itching, or pruritis, is a common condition. I think there are a couple of common causes -- all of which require attention. I would recommend that you discuss this with your primary care doctor
to further evaluate potential causes and treatments.
Firstly, it is possible to have a skin infestation that causes itching. Bed bugs are a popular cause of this recently, especially in New York City. These are small tics that can infect one's bedding and subsequently cause symptoms. This requires pesticides. Other skin infections like scabies are also possible. This is important to rule out (though unlikely if only at night). Dogs can also carry tics which can infect humans.
More specifically, the sensation of crawling insects (without actually there being insects) on your skin is called formication. There are a few causes but the one that is most common is alcohol withdrawal. This is important is means someone is close to seizures
from alcohol withdrawal -- a deadly situation.
There are other causes of skin itching that are important. Common ones include thyroid problems (specifically hypothyroid -- which also gives constipation, feeling cold, tired), liver problems (sometime with yellowing of the skin). Dry skin is the most common cause -- in which the skin is scaly and falls off.
Talk to your primary care doctor as soon as possible. This requires attention.