As so-called missing links go, here's yet another: the delightfully named Maiacetus inuus, a proto-whale from the middle Eocene:
The species has just been described in Gingerich PD, ul-Haq M, von Koenigswald W, Sanders WJ, Smith BH, et al. (2009) New Protocetid Whale from the Middle Eocene of Pakistan: Birth on Land, Precocial Development, and Sexual Dimorphism. PLoS ONE 4(2): e4366. doi:10.1371/journal.pone.0004366.
M. inuus is the latest in a series of discoveries which record the transition of whales from land to sea. Like other recent proto-whale finds, it still had a full complement of legs, but was amphibious. M. inuus is a particularly interesting find, however, because a foetus found within one of the two specimens shows clear signs that the species still gave birth on land.
The problem with missing links is that for each one discovered, two more are created: if species C fills a gap between species A and B, there now exist missing links between A and C and between C and B. Don't let anyone try to tell you that evolution must be wrong because there are too many missing links. Such people will never be satisfied. Instead, remind them of all the wonderful missing links which have already been discovered. They tend to forget about those.
People who harp on about missing links also tend to claim that the theory of evolution by means of Natural Selection is not scientific because it makes no testable predictions. Once again, not true. The fact that the theory is mostly used to explain things which happened in the past (there's a reason they call it natural history) makes predictions difficult, but not impossible. Before any proto-whales were discovered, it was confidently predicted that the recent ancestors of whales would have had legs—as evidenced by future finds in the fossil record. Furthermore, it was predicted that the earliest amphibian proto-whales would have given birth on land. Clearly, these could not be not sure-fire testable predictions, because there could be no guarantee that any proto-whale fossils would ever be found—but found they eventually were, and the predictions turned out to be spot on.
Chalk up another one for evolution.