It's not just that there aren't any transitional species, there ought to be millions of them! If species come from the gradual change of earlier species, then the very appearance of the "family tree" of species should be entirely different than it is. There should not just be a few, rare, possibly related "transitional" fossils, there should always be transitional fossils found!
Where there are two species, A and C, for which evolutionists claim A was the "father species" of C, there should always be species B which is the transitional species. Otherwise, evolutionists must claim that species C evolved into being where evidence of transitional species B is found, but magically sprang into existence everywhere else.
For there to be a few, rare fossils which have the appearance of being transitional (itself a questionable term: Why transitional? It should be superior to the previous species, due to "survival of the fittest", and probably replace the inferior, previous species. No?) is evidence in and of itself that inter-species evolution simply does not occur.
If the process of inter-species evolution is, in fact, a gradual one, the process described by Darwin, then the fossil record should reflect that. It does not. A hundred nor a thousand more years of digging will not change it. If the process occurs, it should be evidenced everywhere, not just in isolated examples. Otherwise, different species arose from some process other than evolution in most cases, and evolution in a few, isolated cases. Evolution does not claim that.
Fossils are rare, and those which exist are rarely found. Yet, in the absence of extinction, all species are transitional. You might find this of some help: Micro-evolution, Macro-evolution, and Speciation.