Yes. One example is documented in (Dobzhansky and Pavlovsky, 1971). "By means of selection in many generations, ethological (sexual) isolation has been built between strains of Drosophila which were formerly not reproductively isolated." The researchers created a new species.
Another example is (Wright, 1989). A type of fly, Rhagoletis pomonella began to split into two species starting about 160 years ago. One group began to feed on apples, while another group fed on hawthorns. By 1960, genetic differences were observed that could not be maintained if the flies mated randomly.
A third example is described in (Wilcox, 2011). Two new species of American goatsbeards arose in the last century.
In the early 1900s, three species of these wildflowers – the western salsify (T. dubius), the meadow salsify (T. pratensis), and the oyster plant (T. porrifolius) – were introduced to the United States from Europe. As their populations expanded, the species interacted, often producing sterile hybrids. But by the 1950s, scientists realized that there were two new variations of goatsbeard growing. While they looked like hybrids, they weren’t sterile. They were perfectly capable of reproducing with their own kind but not with any of the original three species – the classic definition of a new species.
Dobzhansky, Theodosius, and Olga Pavlovsky. "Experimentally created incipient species of Drosophila." Nature 23:289-292. (1971).
Wilcox, Christie. "Evolution: Watching Speciation Occur". Scientific American Blog. December 18, 2011.
Wright, Karen. "A Breed Apart." Scientific American 260 (1989): 22-24.