EDIT: by popular demand. I'll be moving this to a discussion instead.

EDIT: the discussion thread is here

As in the attribution, I'm quoting from: Hejitz et.al.: Normal gut microbiota modulates brain development and behavior, 2011.

Here is a review paper.

See also the current special section of science magazine, or google scholar.

Here's the abstract from The Relationship Between Intestinal Microbiota and the Central Nervous System in Normal Gastrointestinal Function and Disease00346-1/abstract):

Although many people are aware of the communication that occurs between the gastrointestinal (GI) tract and the central nervous system, fewer know about the ability of the central nervous system to influence the microbiota or of the microbiota's influence on the brain and behavior. Within the GI tract, the microbiota have a mutually beneficial relationship with their host that maintains normal mucosal immune function, epithelial barrier integrity, motility, and nutrient absorption. Disruption of this relationship alters GI function and disease susceptibility. Animal studies suggest that perturbations of behavior, such as stress, can change the composition of the microbiota; these changes are associated with increased vulnerability to inflammatory stimuli in the GI tract. The mechanisms that underlie these alterations are likely to involve stress-induced changes in GI physiology that alter the habitat of enteric bacteria. Furthermore, experimental perturbation of the microbiota can alter behavior, and the behavior of germ-free mice differs from that of colonized mice. Gaining a better understanding of the relationship between behavior and the microbiota could provide insight into the pathogenesis of functional and inflammatory bowel disorders.

Here are results from an RCT on humans with chronic fatigue syndrome

Chronic fatigue syndrome (CFS) is complex illness of unknown etiology. Among the broad range of symptoms, many patients report disturbances in the emotional realm, the most frequent of which is anxiety. Research shows that patients with CFS and other so-called functional somatic disorders have alterations in the intestinal microbial flora. Emerging studies have suggested that pathogenic and non-pathogenic gut bacteria might influence mood-related symptoms and even behavior in animals and humans. In this pilot study, 39 CFS patients were randomized to receive either 24 billion colony forming units of Lactobacillus casei strain Shirota (LcS) or a placebo daily for two months. Patients provided stool samples and completed the Beck Depression and Beck Anxiety Inventories before and after the intervention. We found a significant rise in both Lactobacillus and Bifidobacteria in those taking the LcS, and there was also a significant decrease in anxiety symptoms among those taking the probiotic vs controls (p = 0.01). These results lend further support to the presence of a gut-brain interface, one that may be mediated by microbes that reside or pass through the intestinal tract.