Hehe, some of you may think this is a strange question. Anime characters aren't real, so how could they "save" you? Well, they don't necessarily have to physically exist, as it's their influence that is helpful. You'll see what I mean in a second.
About 3 years ago, I was browsing the TV looking for something to watch, and Episode 18 of the anime InuYasha was on Adult Swim that night--an episode in which the character Sesshoumaru appeared. At first, I thought nothing of the character himself, but the episode was interesting. Then I saw the ending credits--the one featuring Sesshoumaru himself. I grew fascinated, and decided to watch more of this strange anime. I soon grew obsessed with it, especially with Sesshoumaru. I looked him up on the internet, finding and printing every picture I could find of him, reading his character profiles and finding out everything I could about him. I watched more and more of the anime, and every time he appeared in an episode I would start to feel love and admiration toward him. I studied his behavior, his personality, and wanted to be just like him.
Meanwhile, though, things were getting really bad in the real world. I was having family troubles, and was coming close to failing school because of it. It was my first year of high school, but it looked like I was going to have to re-experience that first year--next year. I became depressed, but all the while sticked to my Sesshoumaru obsession for comfort. Eventually, it came to the point where I was just ready to kill myself, just leave and retreat to the realm where Sesshoumaru existed and never return. I was not in any way afraid of death, and even adapted parts of Sesshoumaru's personality traits to try to make it fit. However, part of his personality involves honor--and a great deal of it. I realized, through his influence, that killing oneself would not be honorable. Somehow, he implanted that idea in my mind and kept it there until I eventually wrote a note to my mother explaining how I felt, and paid a visit to the emergency room because of that note. I went home with my father, and have been there since. He made that happen, I just know it.
Even after all this time, I remain an uber-fan of Sesshoumaru, keeping a few images and other things of him all through my room. I still try to adapt pieces of his personality at times. However, these feelings aren't as strong as they used to be. He was there for me when no one else was, even if he didn't really exist.
Go ahead. Call me crazy for it. I won't blame you. But do keep in mind what you have read here. You can't honestly tell me that there are no fictional characters that have not had some sort of influence on you. Go ahead and laugh at me, but when you're done I want to hear about those who have influenced you.