Here's a quote from Eat Fat Lose Fat by Sally Fallon and Mary Enig, pg. 140:
(Weston A. Price Foundation, check out the website, too, westonaprice.org)
" The Lungs secrete a fluid called a surfactant that enables them to function properly. This fluid is made of two fatty acids, both of which are saturated. In fact, the lungs cannot function without saturated fats!
A study published in the journal Thorax in 2003 indicates that children brought up on butter and whole milk have much less asthma than those fed vegetable oils and reduced-fat milks. What's more, European researchers have found evidence that trans fatty acids in the diet actually promote asthma.
Furthermore, numerous studies have shown that EPA and DHA, the very long-chain omega-3 fatty acids found in cod liver oil, help relieve asthma. Once again, these fatty acids are used more efficiently when you eat ample saturated fats."
They recommend plenty of saturated fats like coconut oil, butter, whole RAW milk, eliminate trans fats and vegetable oils and include omega 3 fatty acids from cod liver oil. Oh, and eliminate sugar and white flour.
Also, taking amylese enzymes such as Allerase by Enzymedica might help, too.
Hope it helps somewhat, although I don't have asthma, but the research is pretty convincing and I do follow the WAPF guidlelines for nutrition and it has helped our health.