@Telsyst -- There is a heck of a lot more to separation anxiety in some dogs than teaching them to "learn to cope".
I have had my dog for 10 years, and he goes into separation anxiety anytime I leave the room. Yesterday, just for me to step outside to do yard work, he toppled over two lamps and a stereo stand trying to run to every window to watch (granted, he is currently wearing a cone due to recent surgery, which he is not all that graceful with). I can't take him outside with me because he is scared of the yard machines. He has been this way since birth, and any amount of ignoring it so he can "learn to cope" has not helped -- ever.
I have had and trained dogs my entire life and am very well aware of the "Pavlov" behavior of dogs and what encourages / discourages them and their behaviors.
So please remember that separation anxiety is a major issue with dogs, and every dog is different. This is the only dog I have ever had that reacts this way. Once you have a dog you have to take major steps with simply so he can be left with a vet for surgery, and how separation anxiety causes issues for the vet's office (my dog's actions at being left makes the other animals anxious in turn, the vet has a hard time working with him because he "wants his momma", etc.), you will figure out any way possible to help calm that animal down outside of being medically sedated.
So, long way to get to my point, but if melatonin will help with separation anxiety in my dog, I am certainly willing to try it.