Not at all crucial. Fossils are historically important, but they have long since become redundant and unnecessary as far as evidence of evolution - or even of specifically primate evolution - goes.
Nor do I think there is a missing link proper. At this point it is an urban legend. There is a fair number of primate fossils already.
Luis if I may, I think a better way of answering Tashan is that "missing links" are
very important to verifying Darwin's theory. And for over 100 years we have been collecting the fossils of missing links and verifying the evolutionary history of species. Missing links are not "missing", they have been found and they are undeniable evidence of evolution.
A link between aves (birds) and reptiles:
Archaeopteryx. Without evolution, what was it? Is it a bird, but with teeth and claws? Is it a reptile, but with feathers and wings? Nothing like it exists today. No modern birds existed before it. Animals with the traits of modern birds only appear gradually in the fossil record after Archaeopteryx. That's because modern birds evolved from earlier reptiles over millions and millions of years. Here is one of many fossils:
A link between fish and amphibians:
Tiktaalik. Again, what was it? It looks sort of like a fish. But it's neck could move independently of its body, and it had bones similar to shoulders, elbow, and wrist -- not at all like a fish, but not quite like a modern reptile, either. It had gills for breathing in water, but also adaptations for breathing air. There are no fossils of four-legged land animals older than Tiktaalik. Here's one of the fossils:
Many, many more examples of found links can be read about
here.
The links between a modern horse with hooves, and an ancient small mammal which had 4 toes:
Fossils linking modern whales with ancient land animals:
The evidence is overwhelming. How do we explain all these fossils, without evolution? Did God create fish, then wait millions of years .... then create fish with arm and finger-like fins, then he waited millions of years ... then he created reptiles, then he waited millions of years .... then he created reptiles with wings and feathers ..... then he created birds .... and so on? And every time he created, he also destroyed, so we no longer have creatures like Archaeopteryx or Tiktaalik or Homo Erectus? In other words, did God deliberately create and destroy animals in such a way as to make it
appear that evolution occurred in the fossil record? That would be a very strange thing for God to do.
We know that human beings, in a thousand years or so, have caused the European wolf to evolve into breeds as diverse as the chihuahua and the chow, simply by selecting the few offspring with desirable traits, and preventing the many others from reproducing. It would be difficult to come up with an excuse, then, why the same thing would not happen in Nature, where the pressures of the environment and some accidental chances select only a few individuals for successful reproduction, and this goes on for many millions and millions of years.