One of the most common cries from creationists to anyone that doesn’t take a 1700 year old book that regularly contradicts itself is that the absence of a “missing link” is proof a sky wizard magicked the world into existence. Ignoring the fact that the absence of so called “missing links” doesn't prove a deity exists, the whole premise of missing links comes from a fundamental misunderstanding of Evolution. There are plenty of examples of late stage human evolution, Homo Heidelbergensis springs to mind, and early stage human evolution such as Australopithicus Africanus. However fundamental misconceptions that many within the creationist communities perpetuate stops many from understanding why scientists and archaeologists can with complete certainty state that Humans evolved.
The first fundamental misconception is the time-scales associated with Human Evolution. Creationists believe the world is approximatively six thousand years old with the most important event in Human history, the birth of their God in Human form, happening only 2000 years ago. With the initial concept of such a limited scale it becomes difficult to consider what would be a drastic change, from an Australopithicene to a Homo Sapien. In the context of this time-scale that degree of change seems implausible and in fact it is. It is only when you consider the mind blowingly long amount of time that human evolution took place that it becomes obvious that the degree of change represented is actually very modest. This is even more so apparent when you consider how much humans have physically changed, with regards to skeletal morphology as well as the height and weight of samples since the beginning of recorded human history, which on a side note pre-dates the birth of the world according to creationists.
This moves on nicely to the second fundamental misconception and that is of the stages of Human evolution. It is perhaps easiest to attempt to first understand evolution in a Pokemon style fashion, it is easiest to understand especially if you are new to researching the concept. However whilst providing an easy in road into the subject it does not accurately define the process and in fact can hinder a more complete and accurate understanding. The Pokemon concept as extrapolated to evolution in the real world is the view that each species has a specific trajectory in the case of Human Evolution, a Chimp like Australopithicene at the beginning of our path and the mighty Human at the end. The view is that once a species racks up a combination of enough time and lets call them evolution points it morphs into the next stage in the chain. With this view of evolution it is no surprise that they reject the facts because it is such a ridiculous lens that they are viewed through. To take the creationist point of view you cant prove a Blastoise originated from a Squirtle unless you have a Wartortoise as well. However there are no clear cut stages in real evolution, each change is incremental and so slight that no one of our ancestors would have been unrecognisable from their parents so there will be no clear cut differences on that small of a generational level. Furthermore to have a complete record of Human Evolution we would need a skeleton for every generation going back millions of years. I'm not sure if every museum on earth put together would have enough space to hold them all, even if such skeletons were not destroyed over time.
The final major misconception is stemmed from the self imposed importance of humanity. Humans in general not just creationists believe that we are the most important and advanced species on the planet. This view is perpetuated more so amongst the religious who view Humans as special and chosen and crafted after a supreme deity whose life revolves around us. So consequently when considering Human Evolution it is easy to consider ourselves the pinnacle of evolution leading to the question of why have our evolutionary cousins not evolved into a mighty awe inspiring Human. The answer is simply that we are not the pinnacle of evolution. Evolution is a natural, if not slow, response to environmental changes. It is an accident of biology and procreation that helps every species on this planet survive changing climates on what is actually a volatile planet when considered in a larger context. This means that a species will only adapt in drastic terms, over a long period of time, if it is necessary as the selection of mates based on physical and social factors will effect the genetic trajectory of a species to change or stay near enough the same. The reason why primates have not turned into Humans is because until recently these species where so successful in their habitat that no change would have to naturally occur in order to assure the survival of the species.
Hopefully what I have said here has helped to clarify some issues, although I have only scratched the surface of Evolution, suffice to say it happened and no amount of religious denial is going to change that fact.