Natural selection can change a species in small ways, causing a population to change color or size over the course of several generations. This is called "microevolution."

The evolution of bacteria is well documented and tested upon.

Evolution in real time.
http://news.harvard.edu/gazette/story/2014/02/evolution-in-real-time/

Extract about how evolution works:
"Random genetic mutation pushes organisms to diversify, while natural selection is a homogenizing force, favoring characteristics that enhance survival under specific conditions."

Here he explains the artificial specific conditions he made for the experiment:

"The experiment has run according to the same protocol since it began. E. coli bacteria are grown in the solution of glucose, a kind of sugar. The glucose is carefully measured so it eventually runs out and creates a period of scarcity and starvation before the bacteria are propagated the next day and transferred into a fresh solution. Every 75 days, roughly 500 generations, a portion of the cultures is frozen.

Though the bacteria were originally genetically identical, they have evolved. Today’s populations grow roughly 80 percent faster than the original lines, a development that Lenski called “a beautiful example of adaptation by natural selection.”"