There are different evidences to show the ancestral relationship between different species. Some common evidences are structure of different organs, structure of heart, forelimb and hind limbs and connecting links of the animals. The connecting links provide a common link between two different species.
One example is Euglena. It is considered as the common ancestor of both plant and animal. Therefore it is a missing link or connecting link between both plant and animal. It has chlorophyll in its body, which helps in photosynthesis. Euglena also contains flagella which helps in locomotion from one place to another.