Well I have to say reading the article on the cetacean fossil record in the Encyclopedia of Marine Mammals really challenged my attention span a few times. But sticking with it paid off when I happened upon the part about the Llanocetus denticrenatus. This is the name given to a very unique 35 million year old whale skull that may provide a clue to the evolution of baleen whales.
The skull wasn’t exactly in perfect condition when found, but once pieced together it turned out to be close to 6.5 feet in length with small teeth spaced widely apart. The author of the article, R. Ewan Fordyce, suggests that the “spaces between the teeth were filled with proto-baleen.” That is so cool. So it’s possible that at some point toothed whales making the switch to baleen had both teeth and baleen at the same time!
Unfortunately, baleen doesn’t stay preserved like bones since it is made out of keratin, the same protein our hair and fingernails are made out of. But this idea makes sense because it would be easier to transition from teeth to baleen through a gradual switch. Evolution doesn’t happen overnight after all. (Note: The photo is actually of a different ancient whale skull, I couldn’t find a copyright safe photo of Llanocetus denticrenatus. But with a little imagination you get the idea.)