Narrative: Post-herpetic neuralgia (PHN) is a syndrome of continued and chronic pain after the development of shingles, which is a reactivation of the varicella zoster (chickenpox) virus. The likelihood of developing shingles increases with age, with estimates of 10-20% incidence throughout one’s lifetime. The risk of developing post-herpetic neuralgia also increases with age, and is rare in patients under 30. PHN is exquisitely painful and debilitating, and unfortunately few effective treatments exist. It is theorized that treatment with steroids before the PHN develops may reduce the risk of PHN developing.
This Cochrane review concludes that data are clearly lacking. While 787 subjects in 5 trials were deemed sufficient to evaluate this question, only one study (with 34 subjects) compared steroids to placebo. Other studies compared steroids to placebo or no treatment (we assume because there was no possible role for a placebo effect); still other studies compared an anti-viral plus steroids to an anti-viral plus placebo (and evaluated pain scales but not the binary outcome of yes/no PHN). The review, however, does suggest that there may be benefits in terms of pain scales at 6 months after zoster diagnosis , or in certain age subgroups for zoster.
Harms were rare , and were not statistically more common in placebo and steroid arms.
Of note, the classic teaching of “steroids within 48-72 hours of rash development" was not conclusive in any of the high-quality studies chosen for inclusion by the Cochrane Group.
In summary, further research with larger populations is needed to answer this question.
The legal status of anabolic steroids varies from country to country. In the ., anabolic steroids are listed as Schedule III controlled substances under the Controlled Substances Act , which makes the possession of such substances without a prescription a federal crime punishable by up to seven years in prison.  In Canada, anabolic steroids and their derivatives are part of the Controlled drugs and substances act and are Schedule IV substances, meaning that it is illegal to obtain or sell them without a prescription. However, possession is not punishable, a consequence reserved for schedule I, II or III substances. Those guilty of buying or selling anabolic steroids in Canada can be imprisoned for up to 18 months. Importing or exporting anabolic steroids also carry similar penalties.  Anabolic steroids are also illegal without prescription in Australia,  Argentina, Brazil, and Portugal,  and are listed as Schedule 4 Controlled Drugs in the United Kingdom.