The strongest evidence is that all known eukaryotes have mitochondria, which almost certainly evolved through endosymbiosis with an alpha-proteobacteria (a highly evolved group of bacteria).
Sequences from aerobic, anaerobic, psychrophilic, thermophilic, halophilic, alkaliphilic, acidophilic, desiccation-resistant, autotrophic, and heterotrophic organisms were present, including a number from multicellular eukaryotes.