Mudskippers don't have legs. No lungs either, not even swim bladders, unlike lobe-finned fishes like coelacanths.
Coelacanths left the sea? Then went back? FOUR million years? Sloppy, sloppy.
Oh, you're looking for transitional species? All of them are, including you. Even coelacanths and tuataras, which have hardly changed in HUNDREDS of millions of years are, as wintnessed by at least 2 identified surviving species of each.
But since you jumbled coelacanths so badly, go look up cetaceans, you know, artiodactyla that returned to the sea. That's right, whales are not fish, but cousins of cows (the latter being the most highly evolved mammals, btw. Perhaps the Hindus are on to something).
Then if you want some more fun, look up its cousin that left the land, went to the water, yet ended up sticking to the land, partially anyways, to feed - hippos. The closest relatives of hippos had formally been thought to be pigs, but DNA indicates otherwise.
Oh, and while we're at it, you know who else did the water > land > water > land dance, but a step farther than hippos?
HINT: You can find the answer to that in the mirror.
How's being an aquatic ape that went terrestrial sound for transitional?