I review the observational evidence in favor of the "big bang theory" of the Universe -- a theory in which our Universe began its existence in a hot compressed state. Currently, other scenarios have serious difficulties explaining various observed properties of the Universe, whereas the big bang theory is generally very successful. However, several aspects of the standard model seem contrived. A modification to the standard big bang known as the "inflationary universe" presents a novel view for the first blink of an eye of the Universe's existence, naturally providing answers to these problems. I will conclude by describing current work on the frontiers of the big bang theory, such as repulsive gravity and the idea of multiple universes.