Evolutionary theory doesn't claim there was one, and when it speaks of "transitional forms," it's speaking of incremental change, even in the case of punk eek. Junior's doing a pretty good job laying out what is out there and why we think it's important. It also needs to be noted that something like a skunk is too far removed from anything that has gills for there to be something "unsuccessful" directly in between them. The unsuccessful ones don't get to reproduce to the point where their offspring would be around to pass on the mistake (i.e. the skunk's gills). Ditto "a lion with wings," although I think the Abyssinians may have worshipped something like that. But no one thinks a wing appeared suddenly, fully formed and functional.
In the creationists' comic books, that's exactly what the faithful are told evolution is all about. It's all they've ever known. And when we patiently -- for the zillionth time -- explain that they've been given false information, that their swami himself was misinformed (or worse), that is where the dialogue breaks down. For the creationist, there is one rule which supersedes all others: The swami is always right!