larfor asks:
"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."
The other answers you received are good but there are another reasons I think far more important.
1. The chances of a mutation be positive are substantially lower than being negative. Most mutations large enough to be noticed will result in an embryo that never implants or come to term.
2. If the mutation is large enough to be noticeable in a fossil it may also result in a deformity that will cause a parent to disown it.
3. If a mutation is in the soft tissues likely it won't be recorded in the fossil record but might well result in an increase in susceptibility to illness or be noticeable to a predator as it is well known that predators single out animals that are different. There is not much left to fossilize after a lion has eaten the meat and the rest of the fauna has chewed on the bones.
Look around you at humans with genetic mutations. Take sickle cell anemia for example? What record will there be in the fossil record? None.
