Here in under 4 minutes John Green reviews how much has been made achieved toward an ambitious set of goals created by the United Nations 15 years ago and finds that on most of them the world has made a pretty remarkable amount of progress.
Note that while the goals were established in 2000, the baseline for several of them was 1990, and things had already improved on some fronts. I suppose this could be considered cheating, but it really doesn't change the fact that a lot of progress was made over that 25-year time frame.
In brief, worldwide advancements in health, education, the status of women and girls, and combatting poverty have been pretty good. The environment is unfortunately another matter, particularly with respect to greenhouse gases. For more on the Millennium Development Goals see the project's website and the Wikipedia entry.
For the new set of goals for the next 15 years, see this later post.
(Updated 2015 Oct 1 to add links and clarify the time frame of the Millennium Development Goals.)