|The short answer: Yes, there is quite a bit of physical evidence. Tracks, hairs, scat, and tree damage are all "physical evidence." People tend to misuse this phrase when they really mean "physical remains."
For an updated overview of the scope of evidence, please refer to the Wikipedia article about bigfoot evidence:
Evidence vs. Remains
The assertion that there is absolutely no physical evidence is absolutely false. There is more physical evidence than most people realize. Physical evidence is found every month in various areas across the country. Distinct tracks that do not match other animal tracks, hairs that match each other but no known wild animals, and large scats that could not be made by any known species, are all "physical evidence."
The presence or absence of "physical remains" is a wholly different matter. "Physical remains" means body parts, or fossils of body parts. Though mammals may leave tracks, scats and hairs behind, they do not leave body parts behind very often. Body parts of mammals are only available when they die. Thus availability of physical remains is initially determined by population size and lifespan. A rare species with a long lifespan will leave very little physical remains, collectively, for humans to find. The probability of humans actually finding and collecting and identifying those remains before they are completely reabsorbed into the biomass complicates the "physical remains as evidence" equation dramatically.
The sections below address scenarios such as natural deaths, road kills, and hunter kills.