  Compton Thick (CT) AGN are a key ingredient of Cosmic X-ray Background (CXB)
synthesis models, but are still an elusive component of the AGN population
beyond the local Universe. Multi-wavelength surveys are the only way to find
them at z > 0.1, and a deep X-ray coverage is crucial in order to clearly
identify them among star forming galaxies. As an example, the deep and wide
COSMOS survey allowed us to select a total of 34 CT sources. This number is
computed from the 64 nominal CT candidates, each counted for its N H
probability distribution function. For each of these sources, rich
multi-wavelength information is available, and is used to confirm their
obscured nature, by comparing the expected AGN luminosity from spectral energy
distribution fitting, with the absorption-corrected X-ray luminosity. While
Chandra is more efficient, for a given exposure, in detecting CT candidates in
current surveys (by a factor ~2), deep XMM-Newton pointings of bright sources
are vital to fully characterize their properties: NH distribution above 10^25
cm^-2, reflection intensity etc., all crucial parameters of CXB models. Since
luminous CT AGN at high redshift are extremely rare, the future of CT studies
at high redshift will have to rely on the large area surveys currently
underway, such as XMM-XXL and Stripe82, and will then require dedicated
follow-up with XMM-Newton, while waiting for the advent of the ESA mission
Athena.
