Really illustrates the power of belief, doesn't it:
Believing You Can Get Smarter Makes You Smarter
Brings a new meaning to."Personal development for Smart People"
I've heard of other, similar, studies as well. Such as two groups of girls, one of them were told that girls were naturally gifted at math, while the other was told that they weren't before taking a math test. The ones who were told they were naturally gifted did much better. In another study, one group of people was asked to imagine themselves as a professor, while another weren't. The professor group did better.
Another, slightly more racial, study I read about in Malcolm Gladwell's Blink. It's about two groups of black students before they took a test. One of them was asked to identify their race before the test, while the other was not. The ones who primed (unconsciously) their brains with all the negative unconscious stereotypes did much worse on the test.