Hmmm... well I see evolution around me all day so I am always a little confused when people talk about "theory". To me it's like saying "the theory of sunlight is that it lights the Earth - but some people are not entirely convinced."
Certainly if you have seen any breed of domesticated animal, you have witnessed evolution. Chihuahuas and Great Danes all "evolved" from the same basic stock - and yet the breeds are only a couple of hundred years old.
Human evolution is as simple to witness. Are NBA players taller than average humans? No one would argue "no". Do NBA players on average have children taller than average? Of course. If playing basketball was a life-critical task, in that only good players got to survive or reproduce, would you expect that humans would get taller over time? Naturally.
I'm not sure where the great mystery in all of this is, unless some people have trouble with the logical leap of scale - i.e. if we see these kinds of changes in a couple of hundred years, imagine the changes we could see in a couple of hundred MILLION years
Hence clownfish

(Like how I looped back to the subject of this thread?) Anemones are very old creatures (in the scope of Earth's history) and have been around for more than 6000 years (obscure Internet meme reference). Fish are younger. At some point, fish started hanging out around anemones and it was a positive experience. Some fish got closer and closer and "learned" that if they rubbed against the anemone they developed a slime coating that made them immune. Those fish lived longer, and had more offspring, than other related fish. You can even see this in "real time" because there are fish that hang out close to anemones for protection, but do not bathe in tentacles in the same way clowns do. Evolution.