The origin of whales (order Cetacea) from a four-footed land animal is one of the best understood examples of macroevolutionary change. This evolutionary transition has been substantially elucidated by fossil finds from the Indian subcontinent in the past decade and a half. Here, we review the first steps of whale evolution, i.e. the transition from a land mammal to obligate marine predators, documented by the Eocene cetacean families of the Indian subcontinent: Pakicetidae, Ambulocetidae, Remingtonocetidae, Protocetidae, and Basilosauridae, as well as their artiodactyl sister group, the Raoellidae. We also discuss the influence that the excellent fossil record has on the study of the evolution of organ systems, in particular the locomotor and hearing systems.