I was on the internet when I found this picture.

I was just wondering, where have all the inbetween species gone? Sorry if I'm just being ignorant, I don't know much about biology (yet).

The picture is here: http://postimg.org/image/99oxlqo2x/

This is a common image that is wrong in a number of regards.

Firstly, we did not come from chimps, but share a common ancestor with them. As such, the there is not 'millions' of the ancestor around today.

Secondly, we have numerous examples of intermediate species, and the standard creationist argument is always to ask for another intermediate between the intermediates.  Usually this is found, and then further intermediates are requested, and so on, and so on. There is an episode of the wonderful Futurama that parodies this excellently.

To direcly answer your question, the intermediate species have become extinct, either dying out or giving rise to different species (It's entirely possible that Homo sapiens, modern humans, were responsible for the loss of at least some extinct hominid species like Neaderthals (for instance see: https://en.wikipedia.org/wiki/Neanderthal_extinction))