Animals exhibiting characters of two adjacent taxonomic groups are called connecting links. They afford very good evidence of organic evolution.
The following are the important connecting links:

peripatus jpgPeripatus is a living connecting link between arthropods and annelids. Its arthropods characters are claws, jaws, hemocoel, tracheae, and dorsal tubular heart. The annelidan characters are continuous muscle layers in the body wall, unjoined legs, and nephridia.

Neopilina is a connecting link between annelids and molluscans. It is the only segmented mollusc. It has a cup-shaped sNeoplinahell like that of a limpet. Its visceral mass is divided into five segments, each with a pair of shell muscles, gills, auricles,  and nephidia.

Protopterus (Lungfish) is a connecting link between fishes and amphibians.Like other fish, they have paired fins, dermal scales, gills, segmented trunk, tail muscles, and ears represented by internal ear only. They reseProtopterus lung fishmble amphibians in having internal nostrils, a lung, and the heart with imperfectly divided auricle.

 Archaeopteryx is a connecting link (missing link) between reptiles and birds. 

Chimaera is a connecting link between cartilaginous and bony fishes.

It resembles cartilaginous fishes in the following characters: cartilaginous skeleton, ventral mouth, two dorsal fins, clappers, placoid scales in the young.

It resembles bony fishes in the following characters:  small mouth with fleshy lips, tooth plates joined to the jaws, four pairs of gills, absence of cloaca, separate anus, and urinogenital aperture.

Balanoglossus is a connecting link between invertebrates balanolossusand chordates. It is a protochordate.
It is a chordate because it contains a notochord, tubular nerve cord, and gill slits. The invertebrates characters include the phosphogens and the larva.

Duck-billed platypusEgg-laying Mammals are the connecting link between reptiles and mammals. They are definitely mammals because they have mammalian characters like mammary glands, hair, diaphragm, single aortic arch, etc. They resemble reptiles in having a large coracoid in the pectoral girdle and in laying eggs with yolk and shell. Eg: Duck-billed platypus or Ornithorhynchus.
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