Yes, and we use them every day. Electrons are one of the things inside atoms and we are very used to seeing them move around when an electric current flows. They have been known about for more than 100 years.
We have something called the standard model of physics, which is a list of things that are not made of anything else – in other words, the smallest things we know of. That list includes quarks, gluons, electrons and neutrinos. Then there are the forces that join those things up: light is one of them. Light is carried by little particles called photons. And there is the Higgs boson particle, which we found last year, which is also smaller than an atom.
It does still boggle my mind. You know the maths of particle physics but while the maths is elegant and beautiful, it feels completely other to everyday life. When we built the Large Hadron Collider and actually saw the Higgs boson particle in action, it was amazing.