For the first time the evolution of interplanetary rotational discontinuities (RDs) are observed in the solar wind, in the magnetosheath and in the dayside magnetosphere by the ISEE 1‐2‐3 spacecraft. Interaction of a RD with the bow shock builds up a transient density event (TDE) in the magnetosheath, displaying two density peaks anticorrelated to the magnetic field modulus. TDEs are convected from the bow shock to the dayside magnetopause without spreading. The duration of a TDE is around 15 s and two close TDEs can merge in a single structure. The density in a TDE exceeds the surrounding level by a factor of about 35%, while the field modulus can decrease by a large amount. The interaction of a TDE with the magnetopause is analyzed in terms of impulsive penetration process. The element of plasma injected in the magnetosphere is filamentary, its signature is different from the signature of a flux transfer event or a surface wave.