Scientists have actually observed many cases of natural selection in the wild:

The size of the sparrow

House sparrows were introduced to North America in 1852. Since that time, the sparrows have evolved different characteristics in different locations. Sparrow populations in the north are larger-bodied than sparrow populations in the south. This divergence in populations is probably at least partly a result of natural selection: larger-bodied birds can often survive lower temperatures than smaller-bodied birds can. Colder weather in the north probably selects for larger-bodied birds.

Evolving resistance

Science has documented many examples of the evolution of resistance — of pests to pesticides, weeds to herbicides, and pathogens to medicines — all of which are cases of microevolution by natural selection. In the case of antibiotic resistance, for example, a bacterial strain’s huge population size and short generation time mean that natural selection acts quickly. In each bacterial generation, new mutations and gene combinations are generated. If any of these confer resistance to a drug to which the bacteria are exposed, natural selection will favor those gene versions. Over the course of many bacterial generations (a small fraction of a single human lifetime), the bacteria adapt to our defenses, evolving right out from under our attempts to rid ourselves of them.

This general scenario has played out many, many times. Just a few examples include:

• mosquitoes evolving resistance to DDT
• whiteflies evolving resistance to pesticides
• gonorrheal bacteria strains evolving resistance to penicillin
• HIV strains evolving resistance to antiviral medicines