The fossil record that explains the evolution of land animals to whales is complete. Here are some examples.

"Whales are perhaps the most remarkable group of animals to go back to the sea, and their evolutionary journey is now quite well understood due to a variety of fossils found mostly in Pakistan. The animals represented here are not to scale and don't represent a direct line of descent, but rather plausible models for how this amazing transition happened."

This blog has 49 posts about whales at whales.

This blog has 362 posts about the evidence for evolution at evidence for evolution.

At the end of every post there labels you can click. It's a good way to explore this blog.