Interestingly, the fossil record for whales is actually one of the better ones when it comes to transitional fossils. I remember watching an episode of the show 'Paleoworld' back in the 90s and they showcased many of the specimens they had regarding how whales evolved from terrestrial animals known as Mesonychids. Was very fascinating.
Still, when it comes to proof for evolution versus intelligent design aka creationism, this evidence won't matter. They will just move the goal posts again.