There would be "gaps" if we couldn't prove how different types of animals came about.
However, important transitional (transitional form, one that bridges an evolutionary gap between different types of animal; not just chimpanzee to human) fossils have been found.
In reality, every unique fossil is a transitional fossil but here are certain finds that represent
THE most significant transitions:
Fish to Reptiles
Reptiles to Mammals
Reptiles to Birds
Mammals to Sea
Mammals to Human
Thus THE most significant "GAP" fossils have been found!
Five Transitional forms can be found and described here: