There is much evidence for evolution. I'll list some major points and the types of evidence that support these ideas.
1) The Earth is old enough for evolution from simple organisms to have occurred. We know this through carbon dating, the occurrence of redshift (the universe is very old), known rates of genetic mutation, etc.
2) The occurrence of certain traits (I'm really talking about alleles, but I want to keep this answer as terminology-free as possible.) can change from generation to generation within a population. This is known as microevolution, and is the "raw material" for macroevolution (large changes) to occur.
3) The fossil record shows intermediate forms, which must have existed if evolution happens. The evolution of whales from land mammals is one such lineage for which this fossil evidence is particularly good.
This list is by no means exhaustive and doesn't hit the full depth of the available evidence, but I think it does show that there is a breadth of evidence which I find fairly impressive.