There is a proof however. I'll try to recover the website I've read about it later on. This "experiment" was made by someone who also wanted to know and wanted to give some proof to the ones left behind.
After he died he dictated several episodes of books through mediums (i don't know if he had written them himself or if he read them), but he dictated the sentences of the episodes all to different mediums.
Only when they started to collect the experiences of mediums throughout the world they discovered that the loose sentences the mediums each got (and couldn't place) where complete episodes from books.
It was actually a very interesting experiment and is, as far as I know, the best proof that "something" excists after this life. (I'm now talking from my scientific part of view).
I'm sorry, but in the huge pile of afterlife website's I couldn't find it yet. Next time when I read something like that I'll have to mark it as "favourite" in order to find it back..
I found this one however:
http://www.victorzammit.com/book/index.html(that's an e- book which a lawyer wrote about the afterlife, seen from pure evidence and repeatable experiments.)