The problem with saying "besides math" is that I don't know the point where you're going to draw the line and say "that evidence is only math". We know that space and time are not constant, they are subject to the force of gravity. This is testable and there is evidence to prove this. The reason why we think wormholes are real is rooted in math, but the math is based on evidence. The reason why there isn't evidence beyond that is because we either have to find a way to detect one that occurs naturally and then go find one, or we have to create one ourselves. It seems that it might be rare for it to occur as a natural phenomena in the universe, or at least it might be rare that one is big enough and lasts for a long enough period of time that it would be noticeable to us.