  We review our attempts to discover lost baryons at low redshift with ``X-ray
forest'' of absorption lines from the warm-hot intergalactic medium. We discuss
the best evidence to date along the Mrk 421 sightline. We then discuss the
missing baryons in the Local Group and the significance of the z=0 absorption
systems in X-ray spectra. We argue that the debate over the Galactic vs.
extragalactic origin of the z=0 systems is premature as these systems likely
contain both components. Observations with next generation X-ray missions such
as Constellation-X and XEUS will be crucial to map out the warm-hot
intergalactic medium.
