One super-clear example of speciation since the emergence of humans is polar bears. They only diverged from brown bears around 100 thousand years ago, and some of the more significant morphological changes apparently date from just the last 10000 years.

(According to wikipedia at least.. https://en.wikipedia.org/wiki/Polar_bear#Taxonomy_and_evolution )

It's fascinating because it doesn't seem like any other animal in the history of the planet had thrived in that particular niche (large land mammal mainly living on sea ice as a predator of marine species).