So? Let's just take the example in the first post again. For Ambulocetus to become a blue whale, what "new appendages" need to be formed? The tail? Ambulocetus has a tail; it simply needed to be adapted. Baleen? Ambulocetus had teeth - again, they simply needed to be adapted. A blowhole? That would be nostrils.
The fact is that "new" body parts are actually fairly rare, especially in complex animals. Most components of most tetrapods can be traced back to the bony fish of the late cambrian. And such changes take an immense amount of time.
That said, this isn't precisely what you ask about (you won't find precisely what you're asking for, because evolution predicts that such changes would in most cases take a very long time to occur), but we do observe breeding producing new functions on a regular basis. Things like the Lenski experiment, or the bacterium that evolved to eat vinyl.