Some believe that evolution has never been observed. If evolution is defined as change in populations over time, then is HAS been observed and there are many examples of it. For instance, bacteria become resistant to antibiotics over time and insects become resistant to pesticides over time. There is quite a bit of indirect evidence of evolution as well, including fossils, homologous body composition, DNA similarities, etc. Some believe that evolution violates the 2nd law of thermodynamics which states that entropy of a closed system never decreases.
Life seems to defy entropy and evolution seems to create more ordered, better adapted populations.
However, life is not part of a closed system as all life depends on the Sun for energy.