This really depends on the continuity/universe you're looking at. If you're just looking for an example, you're able to start right at the beginning: Generation 1, Episode 1
Right at the beginning we see Bumblebee's vehicle mode for the first time, it's some kind of glider:
This is obviously no Volkswagen Beetle. However, later on on Earth Teletran 1 upgrades his vehicle form to better fit into his new surroundings (image from a later episode):
I don't remember there being any real explanation or anything, but in the classic animation series it's definitely possible, without any higher being or mystical stuff or whatever.
Also, later on during Generation 2, they introduce the so called Headmasters which were upgraded/modified transformers where their heads could transform into smaller robots (or in one case house Spike (if I don't confuse him right now)).