In 1994 a team of astronomers from the University of Illinois, led by Lewis Snyder, claimed that they found the glycine molecules in space. Turned out they didn't... But eight years later, in 2002 Lewis Snyder and Yi-Jehng Kuan from National Taiwan Normal University repeated the finding, this time for real. The evidence that molecules of glycine exist in interstellar space was found when 10 spectrum lines of glycin were identified by radio telescope.
According to computer simulations and lab-based experiments, glycin was probably formed when ices containing simple organic molecules were exposed to ultraviolet light.
Before glycin, more than 130 simpler molecules were found in deep space, including sugars and ethanol. But amino acids, sometimes called building blocks of life, are a much more intersting find.
This does not prove that life exists outside Earth, but certainly make that possibility more likely, proving that amino acids exists in outer space. This also indirectly supports the idea of Panspermia, saying that life was brough to Earth from space.
Source: New Scientist
Update: As of 12.01.2004, anthracene and pyrene have been found in a nebula called the Red Rectangle, 1000 light years from Earth. Scientists hypothesize that hot carbon and hydrogen are blown from the old star and form complex organic molecules in the nebula after cooling.