I have a 2005 Dodge Durango and recently the check engine light will come on and come off by itself. I have taken it to the dealership where I bought it and they said the computer showed a U1140 code. The last time the light came on the dealership told me I needed to take it to an actual Dodge dealership because they didn't know what to do to fix the problem. I was told it could be the oxygen sensor however want to know for sure before I spend $$$$$. PLEASE HELP!

You probably should take it to the Dodge dealer.
A "U" code such as the U1140 is a communication code and that usually won't turn on the check engine light. Apparently, the scan tool your dealer is using cannot retrieve history codes that have been stored.
Many times, when the check engine light comes and goes without repairs, it's usually an emissions concern and often is intermittent.
Finding that history code once the light goes off will be key to what area to diagnose.
Please don't be tempted to start changing parts until there has been an actual diagnosis.
Ask for the code to be recorded on any repair orders as well.

Excellent advice, CaptainRich.