If every piece of matter in the universe doesn't obey it consistently 100% it's a pretty lousy law. The devil's always in the details! That's why we have magic stuff like dark matter.
... probably impossible to ever actually observe first hand.
Exactly. That's why the words "prove" and "law" are just not very helpful. As if the universe obeys the slight electrical impulses in a few groups of atoms on one random planet.