If the surface of planet Earth warms due to increases in greenhouse gases, it would be expected that air near the surface would be drier (could "hold more water"), which would likely increase evaporation from the surface. Recent measurements, however, suggest that evaporation from open pans of water has decreased in the last 50 years (Ohmura and Wild, 2002).
A complicating factor in clarifying this issue is that evaporation from open water differs substantially from evaporation over terrestrial surfaces due to vegetation and soil water holding capabilities. Furthermore, evaporation for a hemisphere of the globe is higher in the cold half year than the warm half year. For the US Great Lakes, for instance, evaporation is higher in January and February than July and August. Of course, if the surface freezes, evaporation drops considerably.
Roderick and Farquhar (2002) contend that the recent decrease in pan evaporation is due to decreases in sunlight reaching the surface due to increased cloud cover and increased aerosol concentrations. They note that decreases in pan evaporation have occurred both in wet and dry environments and that the average vapor pressure deficit has not decreased over the US in the last 50 years. These two factors suggest the decrease in pan evaporation cannot be due to more humid air passing over the pan from increased evaporation from natural surfaces upwind of the pan. This leaves changes in solar irradiance as the likely cause of decreased pan evaporation.
References
Ohmura, A., and M. Wild, 2002: Is the hydrological cycle accelerating? Science, 298, 1345-1346.
Roderick, M. L., and G. D. Farquhar, 2002: The cause of decreased pan evaporation over the past 50 years. Science, 298, 1410-1411.