I always wanted to somehow test the hypotheses how the changes in geochemistry (most importantly, increase in gaseous oxygen) affected the evolution. Here is a paper where exactly this is shown: that the emergence of certain protein domains correlates with global geochemistry changes.
Protein domain structure uncovers the origin of aerobic metabolism and the rise of planetary oxygen. Kim et al. and Caetano-Anollés. Structure 2012
A neat review discussing the evolution of the adaptive immune system. Plenty of interesting stories on fish!
Origin and evolution of the adaptive immune system: genetic events and selective pressures. Flajnik & Kasahara, Nature Rev. Genetics 2010
Another interesting paper that puts the genome sequence of the Atlantic cod in the context of immune system evolution
The genome sequence of Atlantic cod reveals a unique immune system. Star et al. and Jakobsen, Nature 2011