Although they live in the ocean like fish, whales are clearly mammals. A reasonably complete series of intermediate fossils have been found for the evolution of whales from terrestrial mammals. A sampling of these transitional species is shown below:

Source: The evolution of whales , https://evolution.berkeley.edu/evolibrary/article/evograms_03
Modern whales have no external hind limbs, and have their nostrils or blowholes on top of their heads. Pakicetus (shown in the figure) lived around 52 million years ago. Although it probably spent considerable time submerged in rivers hunting its prey, it was fully terrestrial. It had long, slender legs, and nostrils at the tip of its snout, like most mammals. Dorudon appeared about 12 million years later, and is maybe halfway to modern whales, being fully aquatic, with tiny vestigial hind limbs and nostrils halfway back on its snout. Whales largely similar to modern species appear after another 12 million years or so…
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