Yes. Not counting uni- which is a big life change, I've pretty much started my life again 3 times- each time included a few hundred mile move and a new job. I'd say it does kind of help initially. There's that initial relief of being out of the situation/place you were unhappy enough in to make you want to start again. There's also the fear and excitement of being in a new place with new people. Some of your time and attention gets swallowed up learning the new ropes... However...
If you do it, I'd say- do it properly. If there are deeper things in life that are troubling you or holding you back eg. social anxiety, childhood trauma, depression, all those problems come along with you! If you truly want a new start- better to use it to confront those things. It's equally as easy to say to yourself- I'm challenging myself enough with this new job, new place, new people- I'm not going to push myself any further to do things I find uncomfortable. That's pretty much what I did in the end and it means you end up with the same mindset as you had before, you just have it in a new location!
I guess what I mean in a nutshell is- if you do it, do it to run towards something. If you're simply just running away, the stuff you're running away from may well catch you up at some point- if you don't mentally deal with it I guess.