There are numerous studies where there was a control group with placebo and control group without placebo (on top of whatever was being tested against placebo, aka "active treatment" group). The data from such study can be easily cleansed of "actual drug" third group and turned into placebo vs. nothing efficacy comparison.
There are also studies which only use placebos, some telling the patient that it's placebo, some not telling them.
Here's one example of the comparison of the two approaches: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3008733/?tool=pmcentrez
Placebos without Deception: A Randomized Controlled Trial in Irritable Bowel Syndrome
Ted J. Kaptchuk, etc...
Open-label placebo produced significantly higher mean (±SD) global improvement scores (IBS-GIS) at both 11-day midpoint (5.2±1.0 vs. 4.0±1.1, p<.001) and at 21-day endpoint (5.0±1.5 vs. 3.9±1.3, p = .002). Significant results were also observed at both time points for reduced symptom severity (IBS-SSS, p = .008 and p = .03) and adequate relief (IBS-AR, p = .02 and p = .03); and a trend favoring open-label placebo was observed for quality of life (IBS-QoL) at the 21-day endpoint (p = .08).
Placebos administered without deception may be an effective treatment for IBS. Further research is warranted in IBS, and perhaps other conditions, to elucidate whether physicians can benefit patients using placebos consistent with informed consent.
Here's another study showing placebo efficacy:
Levine JD, Gordon NC, Smith R, Fields HL (1981). "Analgesic responses to morphine and placebo in individuals with postoperative pain". Pain 10 (3): 379–89. doi:10.1016/0304-3959(81)90099-3. PMID 7279424
The effects of placebo and varying doses of intravenous morphine were studied in 74 patients. All patients underwent extraction of impacted mandibular third molars. Two hours after onset of anesthesia all patients received a placebo (intravenous saline). One hour after the placebo administration each patient received either a second placebo or, 4, 6, 8 or 12 mg of morphine, double blind, via a hidden intravenous line. Pain level was evaluated 50 min after morphine administration using a visual analog scale. Pooled data from all patients produced a dose-response curve asymptotic by 8 mg. The mean pain relief following the second placebo was found to be between that obtained following hidden administration of 4 and 6 mg of morphine.
Hoffman GA, Harrington A, Fields HL (2005). "Pain and the placebo: what we have learned". Perspect Biol Med 48 (2): 248–65. doi:10.1353/pbm.2005.0054. PMID 15834197.