  The "missing baryons", in the form of warm-hot intergalactic medium (WHIM),
are expected to reside in cosmic filamentary structures that can be traced by
signposts such as large-scale galaxy superstructures. The clear detection of an
X-ray absorption line in the Sculptor Wall demonstrated the success of using
galaxy superstructures as a signpost to search for the WHIM. Here we present an
XMM-Newton Reflection Grating Spectrometer (RGS) observation of the blazar Mkn
501, located in the Hercules Supercluster. We detected an O VII K$\alpha$
absorption line at the 98.7 % level ($2.5\sigma$) at the redshift of the
foreground Hercules Supercluster. The derived properties of the absorber are
consistent with theoretical expectations of the WHIM. We discuss the
implication of our detection for the search for the "missing baryons". While
this detection shows again that using signposts is a very effective strategy to
search for the WHIM, follow-up observations are crucial both to strengthen the
statistical significance of the detection and to rule out other
interpretations. A local, $z\sim0$ O VII K$\alpha$ absorption line was also
clearly detected at the $4\sigma$ level, and we discuss its implications for
our understanding of the hot gas content of our Galaxy.
