Given that the human person is both soul and body, and that baptism and the other sacraments confer grace upon the whole person, it's reasonable to say there must be some effect upon our bodies as well as our souls.

The obvious example is the saints. My confirmation saint, Joseph of Copertino, when he had achieved a high degree of union with God, levitated during prayer and performed miracles of healing. And that's just one example of many throughout Church history.