The following are four cases of observed speciation.

1) Speciation occured in a strain of Drosophila paulistorum sometime
between 1958 and 1963 in Theodosius Dobzhansky's lab.  He wrote this
up in:

      Dobzhansky, T. 1973. Species of Drosophila: New Excitement in an
      Old Field.  Science 177:664-669

2) A naturally occurring speciation of a plant species, Stephanomeria
malheurensis, was observed in Burns County, Oregon.  The citing is:

      Gottlieb, L. D. 1973. Genetic differentiation, sympatric
      speciation, and the origin of a diploid species of
      Stephanomeria.  American Journal of Botany 60(6):545-553

3) In the 1940's a fertile species was produced through chromosome
doubling (allopolyploidy) in a hybrid of two primrose species.  The
new species was Primula kewensis. The story is recounted in:

      Stebbins, G. L. 1950. Variation and Evolution in Plants.
      Columbia University Press.  New York

4) Finally, two workers produced reproductive isolation between two 
strains of fruit flies in a lab setting within 25 generations.  I don't 
have the paper handy, so I can't give the species.  The partial citing
of the paper is:

      Rice and Salt 1988. American Naturalist 131:911-