God not only commands us to pray the Bible gives us numerous examples that prayer truly does work.
                                   
Jonah
 
The people of Nineveh, upon hearing of impending judgment by God, fasted and prayed. The Bible says God responded from their prayers:

Then God saw their works, that they turned from their evil way; and God relented from the disaster that He had said He would bring upon them, and He did not do it (Jonah 3:10).

                               
Because of their prayer of repentance, God spared the city of Nineveh from destruction.

Moses
 
Moses interceded on behalf of his people.

And now, I pray, let the power of the Lord be great, just as You have spoken . . . Then the Lord said: I have pardoned, according to your word (Numbers 14:17).

Moses prayer was answered and the people were spared the judgment of God.

Cornelius

Cornelius, a Gentile, wanted to know the true and living God.

At Caesarea there was a man named Cornelius, a centurion in what was known as the Italian Regiment. He and all his family were devout and God-fearing; he gave generously to those in need and prayed to God regularly (Acts 10:1-2).

God heard his prayer and sent Simon Peter to preach the message of Jesus Christ to him.

Prayer Works!

From the first page of Scripture until the last, it is clear from Scripture that prayer is not just a religious exercise in which we are to go through, prayer works.

Summary

Prayer works. This is testified throughout Scripture. When people turn to God in prayer He answers them.