Archaeopteryx is transitional between birds and dinosaurs!....
Fossilisation is a rare event: the vast majority of creatures leave no trace. It is therefore not surprising that we don't have fossils of every single stage in the transition.
Archaeopteryx may not be classified as a bird, due to its dinosaur-like traits.
My point is that it could fly. (Several features suggest this, including a humerus bone that was similar in structure to a pheasant's; feathers that were similar to modern flight feathers; a well developed visual cortex and cerebellum, a furcula and a (albeit small) sternum).
There are no intermediates between the down feathers and the flight feathers; between flyers and non-flyers; it's up to each individual if you want to believe they existed, but the evidence suggests that all flying insects, mammals, and birds appear suddenly without intermediates in the record.
(Just to add: the "Coelurosaurs", that is, Velociraptor, Deinonychus, Sinosauropteryx, Sinornithosaurus, Caudopteryx, Microraptor, are all later than Archaeornithura meemannae, a fully capable flier dated at 130.7 my. So they can't be transitionals between non-fliers and fliers.)