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I was reading about the Placebo effect and came across this little story:

The roots of the placebo problem can be traced to a lie told by an Army nurse during World War II as Allied forces stormed the beaches of southern Italy. The nurse was assisting an anesthetist named Henry Beecher, who was tending to US troops under heavy German bombardment. When the morphine supply ran low, the nurse assured a wounded soldier that he was getting a shot of potent painkiller, though her syringe contained only salt water. Amazingly, the bogus injection relieved the soldier's agony and prevented the onset of shock.

https://www.wired.com/2009/08/ff-placebo-effect/

I also read that Morphine specifically lessened the effects of shock:

Only when it is severe, or when a severely wounded or injured person must be moved quickly (as from a wrecked vehicle or aircraft) it is wise to give Morphine at once. It may not always relieve the pain entirely, but will certainly lessen shock.

https://web.archive.org/web/20140420133119/http://www.med-dept.com/morphine.php

So, how do painkillers prevent wounded soldiers from going into shock and dying? What physiological mechanisms are responsible? Is it something to do with blood pressure? Heart rate? Pain itself?

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1) Pain can aggravate hypotension, so painkillers may help to prevent shock.

A severely wounded person with significant blood loss can develop hemorrhagic shock due to drop in blood volume and consequently drop of blood pressure and insufficient perfusion of vital organs.

It is known that pain can trigger vasovagal syncope, also known as neurocardiogenic syncope in which a person faints due to sudden drop of heart rate and arterial vasodilation resulting in drop of blood pressure and reduced brain blood perfusion.

Here is an example how carbamazepine, which prevented pain, also prevented the episodes of neurocardiogenic syncope (The Korean Journal of Pain):

A 65 year-old male patient diagnosed with glossopharyngeal neuralgia complained of severe paroxysmal pain in his right chin and ear followed by bradycardia, aystole and syncope. We report a case successfully treated with a permanent pacemaker and carbamazepine in a patient with GPN who had syncopal attacks preceded by paroxysms of pain.

In an injured person who is at risk to develop hemorrhagic shock, severe pain could cause neurocardiogenic syncope that could proceed into shock, so, it sounds logical that painkillers could help to prevent shock.

From the first quote in the question (the patient was convinced he was receiving a strong painkiller), we cannot conclude that the painkiller prevented shock, because this has not even started to develop.

2) Analgesics for a person in severe pain who has lost blood and is in danger of developing shock.

According to Pain Control in Trauma Patients (Trauma Reports, 2011, fentanyl can be appropriate painkiller in shock since it does not aggravate hypotension:

Fentanyl is the best known synthetic agent and is widely used in pain control. It is 50 to 100 times more potent than morphine and has the added benefit of not causing histamine release and peripheral vasodilation, as found with morphine administration. Based on this physiology, fentanyl should not impact blood pressure as much as other narcotics and, therefore, is preferential in the critically ill trauma population who may have tenuous cardiovascular status from hypovolemic shock.

Morphine can cause hypotension, so it may aggravate shock. According to prescribing information for morphine sulfate oral solution by FDA.gov, 2018:

In patients with circulatory shock, Morphine Sulfate Oral Solution may cause vasodilation that can further reduce cardiac output and blood pressure. Avoid the use of Morphine Sulfate Oral Solution in patients with circulatory shock.

In conclusion, painkillers may help to prevent shock by reducing pain.

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