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I've never seen any documented species changes in fossil records.
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What about this little bugger:
http://www.talkorigins.org/faqs/archaeopteryx/info.html
If that isn't a "fossil link between the birds and dinosaurs," I want to know why.
Now, there is an argument that the fossil record doesn't show "enough" change - or is that the changes happen "too suddenly" (i.e. tens of millions of years go by with no change, then BAM - Emeril Lagasse throws his spice dust, and suddenly a lot of species change - which seems at odds w/ some of Darwin)? This is a point of contention that can be discussed, but I don't think you can draw any conclusions from it, yet.
If you want to hammer evolution, why not try the "but the moths don't spend much time on the tree trunk!" argument - to chip away at the famous moths change colors and adapting to soot and pollution on the tree trunks. I'm not sure I buy the argument that the moths don't spend that much time on the trunks (but if it is true, it needs more investigation).
I personally think Lamarque was nailed in a coffin and buried too early - well, not the man - his ideas. And not nec. *his* take, but more the undead zombie fresh-out-of-the-grave "new and improved" Lamarquianism that is now lurking and prowling about - but is not to be casually dismissed. Yeah, it may not pan out, but there is a subtle appeal to the idea that giraffes grew long necks not because of natural selection - but rather because the giraffes "wanted" long necks - that something a little more quirky and weird is going on in the heart of biology. Now that's not the best way to describe it, and yeah, it's goofy - but - like I said, not everyone is casually dismissing it any more. This is but one of many possible examples of how classical evolution (via Darwinian natural seletion) might be, if not overturned, tweaked.