The "missing link" fossils for cats don't exist because cat habitats are not very conducive to creating fossils. But what got me in this article are two things:

1. Cats evolved "remarkably quickly" (no further explanation given, unless you accept that 11 million years is quick)

2. Cheetahs apparantly migrated from Asia to the Americas, and then back to Asia before going to Africa (or maybe an ancient human took a pair to Africa in his boat??)

Source: Discovery Channel