This paper says yes, over the last 40,000 years. The basic mechanism is that more people result in more adaptive mutations, plus environments have changed rapidly, due largely to technology and culture. Here is an LA Times summary, it claims that the pace of human evolution has accelerated hundredfold [sic] since the invention of agriculture (some reports indicate "ten to hundredfold").
How about this summary:
Prof Hawks says: "We are more different genetically from people living 5,000 years ago than they were different from Neanderthals."
Thanks to several loyal MR readers for the pointer.
Addendum: Read this for explanation, it gets even more interesting toward the end, another implication is that viruses are more dangerous than we used to think.