Yeah, I did a minor in philosophy, and a lot of the old philosophers talked about this.
The most famous, I think, is Descartes. He said that if we eliminate everything we can't be 100% certain exists, what's left? He argued that the only thing you can be sure exists is yourself, because you're thinking ("cogito ergo sum" = "I think therefore (or implies) I am"). From there, he constructs a proof that other people exist, and that other objects exist, etc. The biggest critique, though, is he uses part of that argument to prove the existence of a god (not the Christian God, just a god-like figure). A lot of people disagree with his god proof.
But yeah, I'm always suspicious of science. Humans have a bad tendency to change facts to fit theories, and do a really awesome job of it. The fact that we require random constants for every physics formula is evidence that we're doing something wrong
We also make an assumption that to exist, we have to be able to see/feel/detect it. I don't think that's true -- I think there are forces out there beyond what we can possibly hope to understand/comprehend, ever. Think of it like a computer program -- a computer program isn't aware of the operating system that's making everything tick. The OS gives the timeslices to the program, and the API, and everything else, but the program has no ability to understand or probe the operating system. The operating system is simply a harness. What if our universe is like that? Another idea is a virtual machine -- VMWare, for example, provides the framework to make another operating system run, but is invisible to the operating system. I strongly suspect our universe is something like that. Also, I'd be remiss if I didn't mention The Matrix right now.
And a final thought, I forget where I saw this quote but I love it => "If the human brain was simple enough that we could completely comprehend it, we'd be too simple to comprehend it"