It is rather difficult to determine if a species is a Direct ancestor of another, unless the fossil record in such a case is very rich. For example, one can determine with good certainity the progression of species for certain microorganisms in ice cores, where thousands of individuals are fossilized over time showing a clear progression. In most cases we do not have such a rich record. In the case of Lucy, the record is not rich enough to claim she is a direct human ancestor with any degree of certainty. What we can say is that she is very likely to either be a direct ancestor or closely related to the ancestor, based on her morphology.

First off, I should have said ocean floor cores, not ice cores (duh!). The best treatment I have read is in Chapter 8 "Spineless Wonders of Evolution" in Evolution What the Fossils Say and Why it Matters, Donald R. Prothero, 2007. Examples include Fusulind evolution during the late paleozoic, foraminifera in the Pliocene and Pleistocene and early Miocene, and radiolarian evolution during the late Cenozoic. For research papers look into Porthero and Lazarus, 1980, Planktonic microfossils and the recognistion of ancestors, Systematic Zoology 29:119-129; Lararus, 1983, Speciation in pelagic Protista and its study in the microfossil record: a review, Paleobiology 9:327-340.

The horse series in North America also shows examples of both allopatric and sympatric speciation between the Eocene and the Pleistocene periods.