Alright so I know it isn't evolution, but amphibians like frogs show the physical manifestation of correct evolutionary traits in their own lifetime.
http://www.youtube.com/watch?v=5GGuEr-MQf4
This doesn't show the survival aspect of evolution, or natural selection. However it shows how something can go from one thing (underwater breathing) to something entirely different, (air breathing)
Is a frog not an example of how intermediate species can exist?