A review of 23 studies supporting long-term psychodynamic therapy appeared recently in the The Journal of the American Medical Association:
Psychoanalytic Therapy Wins Backing
Not necessarily aptly titled, since the studies don't appear to all point to Psychoanalysis, per se, but more to long-term intensive psychotherapy.
The process of therapy and counseling can do more than just help you to cope or get through a difficult situation, it can transform how you experience your life everyday.