I love this question because I have a lengthy personal experience with hypnosis.
When I was 12 years old, my parents took me to a licensed hypnotherapist to try and get me to be more confident, focused and relaxed in a group of people. Being very shy when I was younger was a struggle for numerous reasons.
Upon my first visit to this hypnotherapist, he quickly 'put me under' which I have to say was quite fascinating. Why? While being hypnotized, he had me open my eyes and hold out my right arm. He then proceeded to tell me that I would not feel anything on this arm. A few seconds later, he took a round pizza cutter and rolled it up and down my arm. I did not feel anything even though I was watching it roll up and down the full length of my arm. He did a few other tests to make sure I could be hypnotized and believed in the process.
Once this was completed, he created two audio cassettes for me in future sessions. The first was titled "Concentration" and the second was "Exo-Strength." I can tell you that even today, 30 years later, the effect of listening to them repeatedly as a youngster still affects me today (for the better). Whether consciously or subconsciously, his hypnotic suggestions are obviously still there.
So YES, in answer to your question whether hypnosis works. It does.
Will it work for you?
I suggest if you want to try it, click here. This is an extremely popular and well-respected hypnosis company with hundreds of downloads on a lot of topics. Whether you want more self-confidence, need to overcome a fear or want to improve your life in some way, this is a great place to start.
The one thing you MUST remember is that you have to listen to the session REPEATEDLY and REGULARLY. Otherwise, it will not work for you as it should. Choose a time (I prefer before bed) and listen daily.