The circumstantial evidence is there, if you have eyes to see it.
I know a lady who has circumstantial evidence that suggests that a certain A-List celebrity has been having an affair with her for years, using false names and disguises to "test" her love. She has one photograph of herself standing next to him in what is clearly a fan venue. She has a schedule of his visits that has been carefully crafted not to conflict with any of his public appearances. She has a "hypnotist" who helped her uncover the "truth," and she has a child with eyes kind of like his.
But she's just a schizophrenic. The fact is, if you WANT to believe in something magical, you construct a fantasy world that is difficult to disprove. Then you just stand your ground and argue your head off. It doesn't make you right, but it does keep you occupied, which for some people is reward enough.