On The Origin of Species by Charles Darwin Chapter 6 Page 18

they tend to connect. From this cause alone the intermediate varieties will be liable to accidental extermination; and during the process of further modification through natural selection, they will almost certainly be beaten and supplanted by the forms which they connect; for these, from existing in greater numbers will, in the aggregate, present more varieties, and thus be further improved through natural selection and gain further advantages.

Lastly, looking not to any one time, but at all time, if my theory be true, numberless intermediate varieties, linking closely together all the species of the same group, must assuredly have existed; but the very process of natural selection constantly tends, as has been so often remarked, to exterminate the parent forms and the intermediate links.