"If evolution is a series of mutations or changes that occur in order for a species to adapt, why aren't there millions and millions of fossils that contain mutations that didn't work. "

1) The probability of any particularly dead animal being fossilized is extremely small. The only way we see ANY fossils is because the animals represented were so numerous at one point.

2) It's not clear how you would recognize a mutation that didn't work even if you saw it.