Evidence for Particles

What evidence is there that gases are made up of tiny particles (atoms or molecules), after all nobody has ever seen them.

In 1827 a Scottish scientist named Robert Brown observed the random motion of smoke particles under a microscope. Originally it was explained as the effect of convection but later it was realised that the smoke particles were being struck by much smaller particles. So small that they couldn't be seen with the most powerful microscope, and moving very quickly in random motion.