|MadSci Network: Evolution|
Most fish do not have a penis or an equivalent because they do not practice internal fertilisation. There are some fish however that, in this regard, are exceptional. The family Poecilidae includes the guppy, which found in nearly all shops selling aquarium fish (Other fish in this family, which are sold in shops, include the molly and the platy). Next time you pass one of these shops, go in and take a look. You will see that males have a small structure next to their anal fins called a gonopodium and this functions like a penis.
In vertebrates, crocodiles and turtles are the first animals to have penises. Mammals probably inherited penises from reptiles. I say "probably", because not all reptiles and mammals have penises. The monotremes do not possess penises and I do not have any information to confirm whether it was the monotremes that lost, or the rest of the mammals that gained, the penis.
In birds, the two consenting partners each invert their cloaca. The male's cloaca, which is connected to his sperm sacs joins with the female's allowing a quick transfer of sperm. In swifts, the mating can be completed mid-flight in a matter of seconds. This process is much faster than copulation using a penis. In some birds where rapid copulation is not needed, the male can extend his cloaca to act like a penis. This is true of ostriches. Male ducks by extending their cloaca are able to mate in the water and ensure the proper transfer of sperm.
I have not found a relevant website, but the following page has some relevant references:
I would also suggest just reading a few books that cover the anatomy of insects and vertebrates.
Try the links in the MadSci Library for more information on Evolution.