|MadSci Network: Astronomy|
That's a really good question - but it is something that we wouldn't know how to prove. This isn't a question of is there enough evidence, but rather we can't see beyond our universe (or even all of our universe, since it takes light time to travel to us).
However, speculation about alternate universes has been around for some time, not only in science fiction literature, but within science itself. One theory is that if the universe is infinite, than anything even with the remotest possibility of existing must in fact exist. You can see an article in the May 2003 issue of Scientific American magazine.
In addition, there are theories such as cosmic string theory that make use of extra dimensions (different from other universes, this is more similar to length, width, height and time). These theories haven't been shown to work, yet, but as we look more closely at the early universe through satellite observatories such as WMAP, we are beginning to test these theories to see if they can describe what we observe. If cosmic strings (and extra dimensions) exist, then perhaps we are another step closer to being able to find other universes.
However, even cosmic strings seem to be unlikely or at least hard to detect still. Finding other universes seems to be very far off in the future, if they do exist. At the same time, speculation about such things and the nature of our own universe is a major driving force behind the advancement of science!
Try the links in the MadSci Library for more information on Astronomy.