Government doesn't recommend the use of N95 for us peons which is a pretty good indicator they work.

Serious though, I made sure my wife had all the N95 masks she needed when she had to go to the hospital (unrelated to Covid) and followup doctor appts. Did they work? I don't know but she didn't get infected. I would have never forgiven myself if I scoffed at wearing a mask and she got sick. Neither of us got sick. Maybe we did something right.