Simplest explanation is having a common ancestor whose basic forelimb plan was modified in succeeding groups as each continued along its own evolutionary pathway. Homologous structures are similar structures derived through descent from a common ancestor. Vestigial structures are evidence of an organism's evolutionary history. Flightless birds have vestigial wings. Snakes have remnants of a pelvic girdle.
Humans have a tail bone but no tail.
Related species share embryological development. All vertebrates exhibit notochord during development. All vertebrates, including humans, exhibit paired pharyngeal pouches. In fishes and amphibians, these become functioning gills. In humans, they become the eustachian tubes, middle ear cavity, tonsils, and thyroid and parathyroid glands.