Depends on the definition of 'help'.
Plenty send in (or claim to have sent) information to the police that the police have not asked for. See the old Psychic Sarah threads on here for some of that action.
Plenty take credit - see Joe Power on BadPSychics who claims to have helped locate Shannon Matthews after giving her mother a reading - but he never noticed the mother was responsible.
There are television programmes built around the fact that psychics are investigators but if you watch these programmes, nothing is ever uncovered that isn't in the public domain.
Personally, I'm still waiting for some evidence that a rational person would decide meets the recognised use of the verb 'help'.