In 300BC Indian King Puru made King Alexander stepped back by the heroic effort. When Alexandra’s wife knew about this she approached king Puru with a rakhi and King Puru accepted her as his sister. When next war broke up King Puru kept his secret and refrained King Alexander. This is one of the oldest evidences of existence of rakhi. In 15th centaury Rani Karnawatee of Chittor sent rakhi to famous Mughal emperor Humayun. The incident was that when The Sultan of Gujrat Bahadur Shah invaded Chittor, just widowed queen of Maharaja of Chittor had no way to defend. So she sent a Rakhi to Mughal Badshah Humayun. Humayun got deeply touched by her and marched to Chittor to save her.
From the mythology one evidence is the incident of lord Krishna and Draupadi. During the war of Mahabharat Krishna was hurt and was left with bleeding finger. Draupathi couldn’t saw it and torn a strip of cloth from her sari and tied around his wrist to stop the bleeding. Krishna was bound by her sisterly love and helped her by divinely elongating the saari during game of dices which Pandavas lost to Kauravas so that they could not remove it.