My Golden Retriever Has Dry Skin On His Back Above His Tail. He Bites It Until He Puts The Fur Out. He Doesn't Have Fleas. What Could It Be And What Can I Do To Stop This?

Your dog needs to be examined by a veterinarian.  The itching is quite serious if your dog is self-mutilating.  Golden Retrievers are very prone to allergies.  The three most common are flea, food, and environmental.  The location your dog is itching is most common with flea allergies.  Even 1 flea that may no longer be present can lead to a severe reaction depending upon the severity of a dog's allergies. 
Also once they are pulling fur out and the skin is damaged yeast and bacteria invade leading to pyoderma (superficial skin infection).  Mite populations can also overpopulate in these circumstances.  The skin will not heal until secondary infections are under control.
Do not use peroxide on your dog's skin.  This has no anti-itching power and is very harsh on skin tissue--it usually does more harm than good.  We do not use peroxide to clean wounds. 
Other diseases like hypothyroidism and Cushing's disease can lead to dermal issue and itching.
Your veterinarian will help diagnose the cause and prescribe appropriate treatments.

I have a golden retriever, black lab mix.  And we have to exact same problem.  Our vet suggested we give him 1000mg of Fish Oil twice a day.  She also told me that anytime a dog is over 60 - 65 lbs, they can take the adult dosage. I also give him Brewer's Yeast once a day (1 tablet per 10 lbs).  It seems to be helping...

My girlfriend is a dog lover. I read her your hound "sickies". She is the vet of our hood here in Washougal. She loves her dogs (3) more than she loves me, so, she knows it.
And she said - to use peroxide on the affected area. That will cure the the " itches" that your hound has. You can do this once a day until you notice the skin starting to improve. Then you can stop and let it heal. ( get it heel - no pun) Or until it happens again. Just plain old $.99 hydrogen peroxide is the trick. Good luck.

My dog has the same thing , we went to the vets and found that he is allergic to some foods and certain airs.  His hair is gone and he has brown spots from biting and itching.  Take him to the vets.  Also my dog is allergic to a lot of things, we had to take him in for a biopsy and he was allergic to the stitches.  He also has eye and ear infections.  Also you should know that golden retrievers are prone to hip displacement.

I agree with Damm3 this is likely an allergy or react, has he recently ran through a river or patch of high nettles or something similar?

If the patch gets bigger or spreads I would refer him to a vet but temporarily follow the Sulfodene advise and wait a few days for him to feel better.

To change the food?

My Golden Retriever has dry itchy skin near the inner side of his hind legs. They are red bumps. On the red bumps there are brown dried spots. What should I do?

Sounds like some kind of allergy, possibly a hot spot.  I would get some "SULFODENE" its for dogs, and dab it on the area with a cotton ball.  Good Luck.