Just because you were unaware of them, that doesn't make them "missing".
Um, how was Australopithecus afarensis created again?
By evolution, from earlier ancestral species, such as perhaps Australopithecus anamensis and (farther back) Sahelanthropus tchadensis.
The problem is not a lack of transitional hominid fossils, but a plethora of them -- it makes it trickier to determine which are truly ancestral and which are side branches. But the most significant point is that the great abundance of them, and their clearly transitional nature, makes quite clear that the ancestry of man is shared with that of the apes.
Furthermore, genetic evidence overwhelmingly makes the same case, in a manner that only the most obstinate (or ignorant) person could continue to deny. Shared endogenous retroviruses *alone* conclusively indicate that humans and apes share a (geologically) recent common ancestor.
(We'll get to those foot toes in a minute; right?)