That old saw is about as true as saying that Catholics don't use birth control. There have been many, many reports of combat soldiers actually losing their faith after watching the random destruction of their friends. They can see, quite plainly, that prayer didn't help anyone.
Wikipedia has an article about this. Check out the "Notable counterexamples" section.
And to add my own points: when my wife had to undergo an emergency C-section, I didn't pray, or ask for God's help. I called my mother, to let her know what was happening. Then I watched the surgery, and thanked the Doctors, NOT God, when I held my son.
And just recently, when I awoke from what was supposed to be a routine test and was informed I had cancer, it wasn't God that crossed my mind, it was concern for my wife. And now that the cancer is gone, I again thank the doctors, not some fantasy savior.
There are, indeed, atheists in foxholes, denuseri. More than you know.