Therapy works for some individuals, and it is exactly why more therapists are making wave in the industry. Although i can say not more than 30% of Indvidual's who have visited a therapists found a solution to their problem.
I have heard stories of people going to rehab and back. After a year or two they go back to being addicted to the same thing, at times they get more worse than how they used to be. If we go a long way personally, we will help ourselves from addiction than how anyone can help us.
Self-help is the best help, which is appropriate for the gambler, actually, and if anyone can't help, then there is no chance to be free from gambling, whether the person goes to rehab, receives advice from family and others. It is right that the advice from the nearest people (friends and family) can help the gambler to avoid gambling, but finally need the effort of the gambler to be free from gambling.