“Does prayer work?” is directly analogous to asking “Does talking to your father work?” That would depend on almost innumerably many factors, by far and away the most important being your relationship with him, or ‘connection’ to him, as the podcast that Hillary @HRankin so appropriately linked said.
It also appropriately mentioned the petitioner’s ‘age’:
…sort of like approaching God the way a little pre-school child might a parent. It’s not that the pre-school child needs to inform the parent of its needs that the parent doesn’t already know, because the parent is benevolent and deeply loves and cares about the child. But the parent still wants the child to communicate and to share whatever is on its heart. And that’s what I’m doing when I’m praying. But I view God as sort of like, to me, like a parent is to a toddler.
You can easily imagine that prayer ‘works better’ if the petitioner is more like the toddler than analogous to a rebellious teenager or jaded adult.
It’s not for nothing that Jesus says,