  Baryon Acoustic Oscillations (BAO) are a feature imprinted in the density
field by acoustic waves travelling in the plasma of the early universe. Their
fixed scale can be used as a standard ruler to study the geometry of the
universe. BAO have been previously detected using correlation functions and
power spectra of the galaxy distribution. In this work, we present a new method
for the detection of the real-space structures associated with this feature.
These baryon acoustic structures are spherical shells with a relatively small
density contrast, surrounding high density central regions. We design a
specific wavelet adapted to the search for shells, and exploit the physics of
the process by making use of two different mass tracers, introducing a specific
statistic to detect the BAO features. We show the effect of the BAO signal in
this new statistic when applied to the Lambda - Cold Dark Matter (LCDM) model,
using an analytical approximation to the transfer function. We confirm the
reliability and stability of our method by using cosmological N-body
simulations from the MareNostrum Institut de Ci\`encies de l'Espai (MICE). We
apply our method to the detection of BAO in a galaxy sample drawn from the
Sloan Digital Sky Survey (SDSS). We use the `Main' catalogue to trace the
shells, and the Luminous Red Galaxies (LRG) as tracers of the high density
central regions. Using this new method, we detect, with a high significance,
that the LRGs in our sample are preferentially located close to the centres of
shell-like structures in the density field, with characteristics similar to
those expected from BAOs. We show that stacking selected shells, we can find
their characteristic density profile. We have delineated a new feature of the
cosmic web, the BAO shells. As these are real spatial structures, the BAO
phenomenon can be studied in detail by examining those shells.
