It depends how you define "another species". In the asexual microbial world it is probably happening several times per second worldwide. However, defining a species at the microbial and virus level is a bit hazy (especially since the advent of genomics).
In terms of sexual reproduction...one species turning into two populations which have then evolved to be reproductively isolated (i.e. could not interbreed and produce fertile offspring) has happened several times in laboratory strains of Drosophila (fruit fly) and I expect in many other laboratory cultures as well (algae, zooplankton, etc.).
As for higher taxa currently evolving into other species it's hard to say because we can't know whether they will become reproductively isolated or not in the future. Will cows in Italy be able to have babies with cows in Switzerland tomorrow? I don't know and nobody can ever answer a question like that. Higher taxa generally have too slow a reproductive cycle for us to easily see evolutionary events of this magnitude.
However, my brother is potentially devolving into a missing-link type hominid so this maybe more what you were looking for. I'll have to find a picture.