  We present a detection of a broad Ly-alpha absorber (BLA) with a matching O
VI line in the nearby universe. The BLA is detected at z = 0.01028 in the high
S/N spectrum of Mrk 290 obtained using the Cosmic Origins Spectrograph. The
Ly-alpha absorption has two components, with b(HI) = 55 +/- 1 km/s and b(HI) =
33 +/- 1 km/s, separated in velocity by v ~ 115 km/s. The O VI, detected by
FUSE at z = 0.01027, has a b(OVI) = 29 +/- 3 km/s and is kinematically well
aligned with the broader HI component. The different line widths of the BLA and
OVI suggest a temperature of T = 1.4 x 10^5 K in the absorber. The observed
line strength ratios and line widths favor an ionization scenario in which both
ion-electron collisions and UV photons contribute to the ionization in the gas.
Such a model requires a low-metallicity of -1.7 dex, ionization parameter of
log U ~ -1.4, a large total hydrogen column density of N(H) ~ 4 x 10^19 cm^-2,
and a path length of 400 kpc. The line of sight to Mrk 290 intercepts at the
redshift of the absorber, a megaparsec scale filamentary structure extending
over 20 deg in the sky, with several luminous galaxies distributed within 1.5
Mpc projected distance from the absorber. The collisionally ionized gas in this
absorber is likely tracing a shock-heated gaseous structure, consistent with a
few different scenarios for the origin, including an over-dense region of the
WHIM in the galaxy filament or highly ionized gas in the extended halo of one
of the galaxies in the filament. In general, BLAs with metals provide an
efficient means to study T ~ 10^5 - 10^6 K gas in galaxy halos and in the
intergalactic medium. A substantial fraction of the baryons "missing" from the
present universe is predicted to be in such environments in the form of highly
ionized plasma.
