Any fossil which falls between the groups is by definition transitional. The complication is that there are shades of gray. As with the chain example above, there can be species which are side branches off the chain of descent. It's a little like talking about cousins, second cousins, and such. Obviously, we would always prefer to have fossils which were unambiguously transitional in the strict sense.
Some fossils are .
Some are clearly only transitional in the broader sense. And, sadly, sometimes we aren't sure, and we will stay unsure until further fossils turn up. If two groups of creatures are similar, then a transitional creature would have looked like something part-way between. If the two groups of creatures are very far apart in time, then it gets more interesting. There could be many ways to get from A to Z, and we have imperfect knowledge of past environments.