It is generally believed that the time over which speciation occurs is too short (~10,000-100,000 years) for our museum collections to include many transitional forms between species. (Transitional species between groups are common, but transitional forms between species are not.)
However, more fossils are being discovered over time, and if it is simply a matter of transitional forms being relatively uncommon, we could imagine that at some point in the distant future it will be the rule to have them, rather than the exception.
On the other hand, fossils tend to be associated with areas (like bogs) which are particularly prone to forming fossils. Bogs form in specific areas and exist for limited spans of time, and sample natural history unevenly. If the main limitation on the fossil record is the sporadic formation of fossils, rather than the sporadic discovery of those fossils, then we may never have a full account of transitional forms.
Can we expect to eventually have most of the "missing links?"