This was confirmed to me recently. I have a new site called Perth Business Help and I wanted to promote the page on which I list details of my social media lessons. I wasn't really thinking about SEO. I just thought that the free classifieds might be a way to get some leads. So I posted ads to close to twenty of them. Some did include a clickable backlink. However most, if not all, of these were nofollow.
I didn't do any other link building at all aside from a couple of blog comments (which were nofollow). Anyway, a week or so after placing the ads I did a search of the keyword phrase I was targeting in them to see how the ads fared. I was surprised to see the web page itself showing up on the bottom of page one for it.
I did link back to the main URL in a few of those classified ads as well. And that has clearly risen in the rankings for searches for the three words in the domain. It was nowhere to be seen a week ago. Now it appears on page 2. Also, a page I've built no backlinks for at all has moved up the rankings for another local search.
I have to conclude that this is pretty much entirely to the free classified ad posting, since I've done almost no other backlink building. And the site is still pretty new.
As I mentioned, just one or two of the free classifieds sites I posted to gives dofollow links. Maybe this was all that was needed to confer the entire benefit that I've seen. But if not, it must mean that the other backlinks must have helped a little too. If so, this lends weight to the argument that nofollow links aren't entirely lacking in search engine benefit after all.