Are all electrons identical?

One good piece of evidence that all particles of a given type are identical is the exchange interaction. The exchange symmetry (that one can exchange any two electrons and leave the Hamiltonian unchanged) results in the Pauli exclusion principle for fermions. It also is responsible for all sorts of particle statistics effects (particles following the Fermi-Dirac or Bose-Einstein distributions) depending on whether the particles are fermions or bosons.

If the particles were even slightly non-identical, it would have large, observable effects on things like the allowed energies of the Helium atom.