University of Chicago biologist Jerry Coyne, from his admirable book, Why Evolution is True (page 85):
One of my favorite cases of embryological evidence for evolution is the furry human fetus. We are famously known as “naked apes” because, unlike other primates, we don’t have a thick coat of hair. But in fact for one brief period we do–as embryos. Around sixth months after conception, we become completely covered with a fine, downy coat of hair called lanugo. Lanugo is usually shed about a month before birth, when it’s replaced by the more sparsely distributed hair with which we’re born. … Now, there’s no need for a human embryo to have a transitory coat of hair. After all, it’s a cozy 98.6 degrees Fahrenheit in the womb. Lanugo can be explained only as a remnant of our primate history: fetal monkeys also develop a coat of hair at about the same stage of development. Their hair, however, doesn’t fall out, but hangs on to become the adult coat. And, like humans, fetal whales also have lanugo, a remnant of when their ancestors lived on land.
Whale fetuses have lanugo too? That’s interesting.