There have been literally thousands of confirmations of gravitational lensing - hell cosmologists have created a 3D map of dark matter based on gravitational lensing observed by the Hubble Space Telescope. It's a phenomena that does not occur with Newtonian gravity, but absolutely must occur if General Relativity is correct.

It is one of those side-effects of the theory that can be used to disprove it if the side-effect does not occur. GR specifically demands this effect exist, because gravity is literally the bending of space-time, which affects the straight-line path of anything traveling across space-time. Light travels across space-time just as much as matter with mass, so its path must be affected by any curvature caused by a massive object. It's the same kind of test as bouncing a ping-pong ball straight up and down on a train going 90mph - if the ball falls off the table (as Aristotelian motion suggested) instead of bouncing in the same spot, Newton's laws of motion are worthless.

See Wikipedia for more on gravitational lensing.

This also happens to be how cosmologists expect to see the first direct observational evidence of black holes. My understanding is that there is not currently a radio-telescope large enough to discern such an effect yet, but one cosmologist is connecting radio-telescopes across the US to create a massive virtual telescope that would have the resolution required. Pretty cool stuff.