Compton scattering (1923)

Classic theory predicts that the output frequency must be the same as the input one since the electromagnetic wave makes the electron vibrate with same frequency as itself, which then irradiates further waves.

But the output waves are longer because photons are discrete and energy is proportional to frequency:

The formula is exactly that of two relativistic billiard balls colliding.

Therefore this is evidence that photons exist and have momentum.