From Answers in Genesis:
None of the five museum officials whom Luther Sunderland interviewed could offer a single example of a transitional series of fossilized organisms that would document the transformation of one basically different type to another.Dr Eldredge [curator of invertebrate palaeontology at the American Museum] said that the categories of families and above could not be connected, while Dr Raup [curator of geology at the Field Museum of Natural History in Chicago] said that a dozen or so large groups could not be connected with each other. But Dr Patterson [a senior palaeontologist and editor of a prestigious journal at the British Museum of Natural History] spoke most freely about the absence of transitional forms.
TalkOrigins.org has an extensive list of resources debunking this creationist nonsense. Follow the link. Some of the examples give way to even more documented examples, such as this link regarding dinosaurs and birds. Spend just a bit of time, and you can find all kinds of resources. Just search for any of the types, and you can find things like encyclopedia entries with illustrations, such as here.
When the creationists say there are no transitional fossils, they are lying. Or they are showcasing their utter ignorance.
Of course we can't find every single fossil that ever existed through all of time, but that seems to be what they want. Still, consider the expansive fossil record, and remember: this is more evidence than anyone requires them to produce for their fantasy storybook.