You mean like the smoking gun proof that many primate species, including humans, once had common ancestors millions of years ago?
It exists in the several thousand Endogenous Retro Virus DNA sequences that co-exist in genomes of these various species. ERV viruses insert their DNA into host DNA in random places, and on very rare events, that viral DNA is passed down to descendents. When we find such sequences in more than one species, it is proof that a single individual got a virus millions of years ago, and passed it to both species via evolution.
There are many more things these sequences tell us, such as the time since the species split (which conforms to morphological evidence dating).
You can argue against this. The OJ jury certianly did. But I wouldn't
Not to mention that in most cases the ERV data perfectly mirrored the phylogenetic trees established from other lines of evidence before ERV analysis was even possible.