This video was created by KNGF, a Dutch nonprofit that provides service dogs for people who need them- including veterans, children with autism, and those who are visually impaired.
There are many similar organization in the US that provide service dogs for veterans suffering from Post Traumatic Stress Disorder (PTSD) or Traumatic Brain Injury (TBI).
According to Soldier's Best Friend, an Arizona based organization, service dogs can help veterans recover and adjust back into civilian life more easily. The dogs travel beside veterans in public places to ease anxiety, naturally try to redirect thoughts elsewhere should they sense fear, and even will wake up their owners from a nightmare, like in the video.
The Soldier's Best Friend website says anecdotal studies show that up to 80 percent of patients with service dogs show improvement. Some cases report that the need for medication has been reduced or even eliminated.