There's a ton of evidence.
1. There were multiple eyewitnesses. The Romans sticking the spear in his side was evidence to prove that He died. The fact that blood and water came mixed out proved that Jesus was already dead.
2. The 12 disciples, including Paul who was not a disciple at the time of the crucifixion, with the exception of John who survived his execution, all died proclaiming Jesus's death and resurrection as martyrs. Why would they do that if it was a lie or if Jesus had survived and not been resurrected?
3. Multiple historians of the time, including Tacitus and Josephus, attested to the crucifixion and death of Jesus Christ. Josephus in particular as a Jew would have been unlikely to say things that painted the Jews in an unfavorable life.