The problem with transitional fossils is that, aside from being virtually non-existent, they would actually be impossible to prove. One thing Evolutionists fail to understand is that an inference is not the same as a fact. Facts exist. Inferences from those facts are not necessarily true.
For example, Mind Your Language is a 70s comedy about a night class: English as a Foreign Language. Two students, Ali and Ranjeet, had a bit of a rivalry, and so one day, before Ali arrived to class, Ranjeet wrote a derogatory statement about Ali, along with an obscene drawing, on the blackboard. Mr. Brown, the teacher, arrived, and picked up the chalk, at which point he spotted the drawing. He said "you better get rid of that before Ali sees it", but as he said so, Ali entered the class. He, too, spotted the drawing, and threatened to report Mr. Brown. Mr. Brown, of course being innocent, protested, but Ali pointed out that he was holding the chalk. "That is circumstantial." Mr. Brown replied. "Oh no, that is definitely chalk." Ali snapped back.
In this sketch, it is a fact that Mr. Brown was holding the chalk. Ali, however, was wrong to assume it was Mr. Brown who used it to mock Ali. Ali made an inference based on circumstantial evidence.
Evolutionists do the same thing with transitional fossils (and just about every other aspect of Evolution, but for sake of brevity, let's just focus on that one). See, as rare as transitional fossils are, Evolutionists do claim to have some. But who says these fossils are actually transitional? They do.
It is (at least sometimes) a fact that these fossils exist. A lot of them are fake, and some of those fakes take quite some time to discover, but most of them are very much real. I am even optimistic enough to suggest at least 98% of them are. To define "real", let's say that they can be seen and observed by any scientist (or even non-scientist, as it's not like only scientists have 5 senses) regardless of their pre-existing beliefs. Take archaeopteryx, for example. Evolutionists aren't making that one up. Archaeopteryx is a very real bird, with very real teeth, and yes, it does have an interesting tail. You don't need to be an Evolutionist to see this.
The connection between dinosaurs and birds, however, is entirely made up. It can't be shown to anyone who isn't willing to take the leap of faith that archaeopteryx is descended from, or gave rise to, anything that isn't an archaeopteryx. How do Evolutionists know that archaeopteryx had ancestors that weren't archaeopteryx? How do Evolutionists know that one of the fossils we have wasn't the last of its kind to die in some extinction event? I asked an Evolutionist the same question about Lucy once, and he replied with "Lucy was definitely not the last of her kind". No evidence provided, as Evolutionists usually don't. Just an assertion.
So basically, even if we did find the innumerable transitional forms Darwin predicted, and said the absence of which is perhaps "the most obvious and gravest objection which can be urged against my theory", we couldn't actually prove they are transitional. The reasoning that leads a man to be an Evolutionist is exactly as circumstantial as Ali accusing Mr. Brown of drawing on the chalkboard because he had the chalk in his hand.
But it gets still worse for the Evolutionist. See, we know full well that men can draw or write on chalkboard. We've been doing it for centuries. It happens, and so it at least makes some sense to say "you are holding the chalk, therefore you did the drawing". But Evolution? We've never seen the like. In all of human history, everything has given birth to its own kind. Humans have given birth to humans. Humans have never given birth to anything that isn't human, and nothing that isn't human has ever given birth to a human. The same is true for every living organism for as long as history records. To quote Pasteur, living organisms "must come into the world from parents similar to themselves."
Find me an exception to the rule, I dare you. We've been looking for more than 150 years, it has never been found. And indeed, it could never be found. Evolutionists readily admit that the kind of Evolutionary change, which they absolutely require in order for their worldview to work, would take far more time than is reasonable to expect us to observe, even if they could speed up the process 100 times.
So we haven't found it, and we could never find it. Therefore, Evolutionists base their case on inferences that aren't even logical to make! Evolution, far from being a fact of science, is a myth about history, and it is a myth that requires ample amounts of faith to believe. If you're willing to take that leap of faith, you deserve the dung heap you land in.
The trouble is, so do I. Not just because I also used to believe in Evolution, but because like all of humanity, I am a sinful human being who has rebelled against my Creator in many ways. But God is rich in mercy. So rich that though we all deserve His wrath, He chose an alternative path. He sent His own Son, Jesus, to become a man, live a perfect life, go to the cross, and on that cross, Jesus bore your sin, and while bearing your sin, the Father crushed His only begotten Son.
And so there is no more sin to answer for. Everything you've ever done, everything you're doing now, everything you ever will do, was accounted for on that cross. This is a free gift. But like any gift, it must be received. We're still at risk of being judged for our sin. There's only one way out: Faith. Not the kind of blind faith Evolutionists insist on having, but faith based on observed evidence. Because Jesus didn't just die, He rose again, and it is through the confession that He is Lord and belief that God raised Him from the dead that activates the gift we were offered. Come to Jesus in faith. Abandon those false transitional forms. They're still dead, but Christ is risen.