Is there any evidence of increased life expectancy for animal species? Life expectancy for human has significantly increased during the last century or so. We all know that there are many reasons that are not linked with "evolution", but I am wondering if such change in life expectancy has been observed "naturally" (not counting animals in zoos or domestic ones). Does evolution favor long lasting individuals?

As far evolution is concerned, there is no benefit whatsoever in having long lived individuals. Evolution only "cares" about individuals while they are capable of reproducing. Survival past the maximum age of reproduction is irrelevant from the evolutionary point of view since it does not make you any better at reproducing, and therefore your genes will not be selected for.

This is highlighted by the various species that die to give birth to or feed their young. One of my favorite examples is the giant pacific octopus (Enteroctopus dofleini) whose females lay their eggs and then die, leaving their body to feed the emerging young.

Now, a mutation that makes an individual both longer lived and capable of reproducing at a greater age could well be selected for. It just always needs to be combined with the ability to reproduce. By itself, dying older will confer no selective advantage unless it is combined with producing more offspring.