I found a post on the Martian Anthropologist's blog that a study of 1800 ill people who had other people pray for them found that statistically, those who knew they were prayed for had a slight worsening of their condition. I'm trying to get original links from MA so I can see more about how many people were in each category, and whether it was statisically significant.
ETA: There were links, that I missed the first time (or else he added after). And there's a followup post as well. I'll take a look at them sometime.