Sometimes you will hear Christians tell you that archaeological evidence proves the Bible is true. Have a think about this though - archaeology cannot prove that a particular story in the Bible is true: suppose that archaeological evidence was found that a particular battle occured, e.g. the remains of a city are discovered exactly where the Bible says the battle took place. This only proves that a battle took place, it does NOT prove that Yahweh smote the unbelieving heathens from heaven.
However, if you turn it around, it is possible for archaeological evidence to prove that the Bible is untrue. For example, if the Bible says that a battle took place at a particular time and place, and archaeological evidence shows that this cannot have happened, it proves that the Bible is in error.
This kind of evidence would be even more compelling if it were discovered by a christian. Well, this actually happened - take a look at Joshua 8:26-28:
For Joshua drew not his hand back, wherewith he stretched out the spear, until he had utterly destroyed all the inhabitants of Ai. Only the cattle and the spoil of that city Israel took for a prey unto themselves, according unto the word of the LORD which he commanded Joshua. And Joshua burnt Ai, and made it an heap for ever, even a desolation unto this day.
Joseph Callaway, professor at Southern Baptist Theological Seminary, excavated the ruins of Ai between 1964 and 1976 and afterwards reported that what he found there contradicted the Bible version completely:
The evidence from Ai was mainly negative. There was a great walled city there beginning about 3000 B. C., more than 1,800 years before Israel's emergence in Canaan. But this city was destroyed about 2400 B. C., after which the site was abandoned. Despite extensive excavation, no evidence of a Late Bronze Age (1500-1200 B. C.) Canaanite city was found. In short, there was no Canaanite city here for Joshua to conquer (Biblical Archaeology Review, "Joseph A. Callaway: 1920-1988," November/December 1988, p. 24, emphasis mine).
There is also no archaeological evidence that the Exodus from Egypt ever happened. Numbers chapter 1 gives an idea of the huge number of Israelites that apparently wandered in the wilderness for 40 years. However, the Israeli archaeologist Eliezer Oren spent 10 years excavating the site, and "failed to provide a single shred of evidence that the Biblical account of the Exodus from Egypt ever happened" (Barry Brown, "Israeli Archaeologist Reports No Evidence to Back Exodus Story," News Toronto Bureau, Feb. 27, 1988).
Millions of people camped in the desert for decades would have left a huge footprint, but not a single piece of evidence has been found.