I recall a study where it was found that people who were optimistic and believed that they will overcome cancer were significantly more likely to do so than those who had given up and at most believed that the treatment might give them some more time.
Now this wasn't about placebo effect and I'm certainly not suggesting placebo as cancer treatment or giving up proper treatment if you feel positive enough that you'll "get over it anyway" ;) Just wanted to point this out after seeing so many posts where placebo is attributed having effect only for "sickness of mind" (like depression, etc.) or how good/bad you feel (ie. making you feel better even though your still just as close to death). It feels obvious to me (yes, I know this should not be a substitute for scientific facts) that your mind is connected to your immune system and can effects on it. I guess I'm only saying that this should be taken into account when considering placebo effect also - and most certainly in actual treatment for serious illness (ie. insisting that you're most likely gonna die can be detrimental to your chances of getting better).