Neurological evidence for the placebo effect

Research by Jon-Kar Zubieta at the University of Michigan published in The Journal of Neuroscience shows that subjects told they were receiving pain medication produced more "opioid" activity in the brain, as measured by PET scans showing activation of "mu-opioid receptors." Subjects given the placebo showed higher such receptor activation and reported greater pain relief, and had to be given higher levels of pain stimulus to maintain the same reported level of pain.

So it's not just mind over matter magic.