On several occasions, Calvin has done things that would at least be difficult to do without Hobbes. Not impossible, I think, for any comic, to come up with some sort of way in which it could be in the imagination. Some examples:
In this arc, Hobbes did tie up Calvin, but at Calvin's request so that Calvin could practice being an escape artist, not to hold him for ransom.
In this one, Calvin is able to reach a branch that he presumably wouldn't have been able to himself.
EDIT: And there's the Tommy Chesnutt strip, where if you had outside information (did Tommy actually go missing?), you could say whether it was imagination or not, but Watterson never gives us that information.
I think that the real answer, though, is that Watterson wants to maintain an ambiguous world, where Hobbes can be imaginary or not, and that both of the two perspectives are compatible with the rest of the content.
EDIT2: Also, the Tommy Chesnutt strip was very early, and I don't think that Watterson had worked out all his conventions yet. It certainly at least implies that other kids were aware of what happened to Tommy, or at minimum that Calvin has that interpretation, which seems difficult to reconcile with an "imaginary Hobbes" interpretation co-existing...and Watterson doesn't normally do that.
EDIT3:
https://calvinandhobbes.fandom.com/wiki/Hobbes
As Watterson explains in the Tenth Anniversary Book, "Hobbes is more about the subjective nature of reality than dolls coming to life": thus there is no concrete definition of Hobbes' reality.
Watterson explained: "Calvin sees Hobbes one way, and everyone else sees Hobbes another way." Hobbes' reality is in the eye of the beholder. The so-called 'gimmick' of Hobbes is the juxtaposition of Calvin and Hobbes' reality and everyone else's, with the two rarely agreeing.
EDIT4: And honestly, while Hobbes is by far the most-obvious example of those two different-but-compatible views of reality, it's not the only one. Calvin's cardboard box inventions, for example.
And you have the Snow Goons, Calvin's snowmen that come to life and are malicious:
If that's fantasy, how did Calvin get in the door a moment earlier? Doors open outwards for fire code reasons. Maybe he squeezed in?
Sometimes the "fantasy" explanation seems more plausible, sometimes not, but there's two explanations.
The bigger question is how did Calvin ACTUALLY get the shoes up there considering Hobbes is his imagination?
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