"Missing link" is the term used to indicate a hypothesized missing stage in the evolution of a species. The theory of evolution by natural selection claims that each species has evolved from another in a step-by-step manner. Therefore, a continuous record of transitional forms should exist from the earlier form to the current form, each almost indistinguishable from those immediately before and after. Where such a transitional form is absent, it is referred to colloquially as a "missing link".
Many evolutionists consider the challenge to find missing links to be a Catch-22. This is because each missing link that is found creates two more new missing links. Thus the challenge can never be satisfied.
Often the term missing link refers to the long-sought fossil that would show a species intermediate between humans and apes. Many candidates have been proposed, such as Piltdown Man (since shown to be a fake) and Lucy. Some people believe that Lucy (a fossil found in East Africa) was an ape-like human ancestor three million years ago.