We experimentally demonstrate the fluctuation theorem, which predicts appreciable and measurable violations of the second law of thermodynamics for small systems over short time scales, by following the trajectory of a colloidal particle captured in an optical trap that is translated relative to surrounding water molecules. From each particle trajectory, we calculate the entropy production/consumption over the duration of the trajectory and determine the fraction of second law-defying trajectories. Our results show entropy consumption can occur over colloidal length and time scales.