One of them:
The Bot fly is a squat, ugly, hairy fly that catches a mosquito, lays its eggs on said mosquito after positioning it correctly, and attaches them with a kind of glue. It releases the mosquito. When the little feathery syringe lands on, say, a human, the eggs drop off, hatch, and burrow into the host. These make nasty raised lumps with something wiggling inside them. Later they exit, fall to the ground, and pupate.
How did this evolve? Did a grab-a-mosquito gene occur as a random mutation (assuming that a single mutation could cause such complex behavior)? It would have to be a grab-a-mosquito-but-don´t-cripple-it gene. That is an awful lot of precise behavior for one mutation. At this point the bot fly would have a mosquito but no idea what to do with it. It would need simultaneously to have a stick-eggs-on-mosquito mutation. This would seem to require another rather ambitious gene.
Catching the mosquito without laying the eggs, or squashing the mosquito in the process, or laying eggs in mid air without having caught the mosquito, would seem a losing proposition. Yet further, the glue mechanism for making the eggs drop off onto the host instead of before or not at all, would also have to be present, caused by yet another complex simultaneous mutation. None of these awfully-lucky mutations would be of use without the others. How do you evolve this elaborate dance by gradual steps?
My preferred example along these lines is Darwin's orchid, a flower with a spur that measures 10 to 15 inches in depth. It generates a pungent perfume, but only at night, and exudes a nectar which fills the bottom quarter of the spur. Well, Mr. Charles Darwin surmised, the orchid must be pollinated by a moth with a proboscosis around 12 inches long, and so it is. How would this happen? Why would this happen? Like Fred says, it's beyond dispute that evolution occurs, but Something Else is definitely going on. Nobody knows what else, and that's where the handwaving starts.
I've come across these same questions from agnostic and atheist individuals (like Fred) who've contemplated Fermi's paradox. Why is sentient life such a rare phenomenon in the observed universe? Interstellar travel must be extremely problematic, or the parameters for the spontaneous generation (and maintenance) of sentient life have to be very, very narrow, but that just begs more questions. Interstellar travel is that problematic even for evolving civilizations? The universe is that hostile to sentient life? WTF--we're all alone on this speck of iron ore? The storyline for a thousand potential Hollywood screenplays and sci-fi novels now untenable. How? Why?