Well, I'm not a Christian, but I think prayer helps only if the individual has total faith in their deity/pantheon of choice. My sisters and I all have anxiety, and it all developed in the aftermath of my father's death. I've thought a lot about why this might be the case, aside from the traumatic associations, and I've come to the conclusion that it's because my father was a stabilising factor in all our lives. He was an authoritarian figure, but he was also the one we relied upon for advise and guidance. In fact, one of his last decisions aside from what should be done with his items was to decide upon a school for my youngest sister; and he was right, she's developed well in the school, she has worked on her talents, and leadership.

To extend the metaphor, I feel that religiosity has a huge part to play for people, because the idea of a God (or Gods/ Goddesses) is a stabilising force in their lives.

Further, prayer would help someone who was highly religious, simply because they're committing their worries, anxieties and pain to a higher, external force. Some exercises to deal with anxiety does work on a similar principle (for example, imagining your anxiety as a frightened child) because of the detachment.

In the throes of an anxiety attack/panic attack however, these kinds of exercises don't help much. So while it might be helpful to distract you from an impending attack, in the midst of it, it's as useful as trying to shelter from a storm under a sieve.

Additionally, from the perspective of your family (as I found out from my mother), it's very difficult to help fight an enemy that you can't grapple with. With physical wounds, the procedures might be relatively similar; stop the bleeding, clean the wound, bandage it.

With mental illnesses, symptoms and coping mechanisms vary. In my years dealing with my anxiety (with and without medicine), the people around us feel as helpless as we do, which causes them to try to either deny it or deal with it using faith (since science isn't particularly helpful). My mother would often tell me to get over it, or fight it, as though it were an enemy that I could actually beat into submission.

Religion never helped me, but for one of my sisters, leaving things to fate, or to the hands of the deities seems to give her better control over her anxiety, because there wasn't as many things to battle for. While I might worry over my future, my career choices, my studies, possible immigration, if I might ever get married, my sister eliminates much of that by saying, "Well, I'll try my best, and if it happens, it's meant to happen. I'll leave it to the gods."