Problem with the fossils, is we don't see lots of undeniable transitional forms of things. We have examples of a few, contestable transitional forms which look a lot like the same species of animal just with different features due to variation and natural selection
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Right, like anomalocaris, and opabinia, and Megarachne. The fossil record is extensive, and shows thousands of not millions of species now extinct, and displays the development of species over time.