Organisms referred to as "connecting links' are those which are structurally intermediate between two different groups.
Connecting links can be found among organisms that are still living.
Examples:- 1. 'Peripatus' has segmental nephridia, thin cuticle and parapodia - like appendages as in Annelida. At the same time, it has trachea and open circulation as in Arthropoda.
2. The duck-billed platypus lays eggs like reptile and has hair and mammary glands like mammals.
3. Lung fish though a fish breathes air through it's lungs.