Thought this might be of interest:
A team of researchers from Loyola University Health System have shown that cognitive therapy (which included deep breathing and guided imagery) can help women control the bladder without medication or surgery.
Now granted, the pilot study was small,(only 10 women) which statistically is not a very good study. These women experienced a sudden and uncontrollable urge to urinate (Urge Incontinence). After an initial office visit, the participants of the study were told to listen to an audio recording with a series of relaxation and visualization exercises at home, twice a day for two weeks. The patients had to keep a urinary diary for one week, recording how often they had any urine leakage with urge.
The researchers found the majority of the patients improved; the average number of urge incontinence episodes per week decreased from 38 to 12, according to the study results, which were published in the Journal of Urology.