Reproductive isolation is speciation. Closely related species can, in some cases, still reproduce under special circumstances. Darwin pointed out that if evolution was a fact, such things would have to exist as speciation proceeds. This is a problem for creationism, which supposes nice boundaries between taxa, but it's a prediction of evolutionary theory.
Certainly no clear line of demarcation has as yet been drawn between species and sub-species- that is, the forms which in the opinion of some naturalists come very near to, but do not quite arrive at, the rank of species: or, again, between sub-species and well-marked varieties, or between lesser varieties and individual differences. These differences blend into each other by an insensible series; and a series impresses the mind with the idea of an actual passage.
Hence I look at individual differences, though of small interest to the systematist, as of the highest importance for us, as being the first steps towards such slight varieties as are barely thought worth recording in works on natural history. And I look at varieties which are in any degree more distinct and permanent, as steps towards more strongly-marked and permanent varieties; and at the latter, as leading to sub-species, and then to species. The passage from one stage of difference to another may, in many cases, be the simple result of the nature of the organism and of the different physical conditions to which it has long been exposed; but with respect to the more important and adaptive characters, the passage from one stage of difference to another may be safely attributed to the cumulative action of natural selection, hereafter to be explained, and to the effects of the increased use or disuse of parts. A well-marked variety may therefore be called an incipient species; but whether this belief is justifiable must be judged by the weight of the various facts and considerations to be given throughout this work...Species very closely allied to other species apparently have restricted ranges. In all these respects the species of large genera present a strong analogy with varieties. And we can clearly understand these analogies, if species once existed as varieties, and thus originated; whereas, these analogies are utterly inexplicable if species are independent creations.
Charles Darwin, The Origin of Species, Chapter II, Variation Under Nature
We can test that by looking at the genomes of organisms of known descent, and by comparing genomes of organisms that are similar, in "design" like sharks and dolphins. Turns out, genomes indicate lineage.