As others have suggested, check for scabies, I had scabies in Tonga many years ago and it feels like small animals are crawling under your skin, which they are. You can sometimes see small wiggly scar tracks a few mm long on the soft part of the forearms if the skin is pale. And feel what seem like knots in your hair. Google for treatment and the protocol for disinfecting bedding.
Don't dismiss this as something mental until you have eliminated all physical possibilities. You wife doesn't lose face by having you consult Sheryl.