West Bromwich Albion's Steve Clarke, Fulham's Martin Jol, Sunderland's Paolo Di Canio and Crystal Palace's Ian Holloway.
"I don't think this many managers have ever changed this early in the Premier League since it was born," Allardyce said.
"More importantly you see the downside in the Championship (second division) now where there are more and more managers being changed by all the clubs that want to try and get back to the Premier League and that creates a very volatile industry.
"I know everyone's feeling the pressure; it's always going to happen to someone. We all can't finish 10th, we all can't finish top and we've all got to find our place in this league and we've got to continue to strive to do that."
Tottenham Hotspur F.C. will have youth development manager Tim Sherwood in charge of the team on Wednesday.