How do you know we have no fossils from the unsuccessful ones? Can you tell from looking at a fossil whether it was successful or unsuccessful?
Transitional species -- while they are alive and thriving -- don't have any features that indicate they're transitional; and it's not apparent by looking at them that their distant descendants will be considerably different. They're happy creatures, well-adapted to their environments. But as it gradually gets colder (or hotter, or wetter, etc.) and only a few of their offspring survive long enough to reproduce, it will be obvious only in retrospect that they were eventually superseded by better-adapted forms.