  We present high-resolution spectroscopy of gaseous CO absorption in the
fundamental ro-vibrational band toward the heavily obscured active galactic
nucleus (AGN) IRAS 08572+3915. We have detected absorption lines up to highly
excited rotational levels (J<=17). The velocity profiles reveal three distinct
components, the strongest and broadest (delta_v > 200 km s-1) of which is due
to blueshifted (-160 km s-1) gas at a temperature of ~ 270 K absorbing at
velocities as high as -400 km s-1. A much weaker but even warmer (~ 700 K)
component, which is highly redshifted (+100 km s-1), is also detected, in
addition to a cold (~ 20 K) component centered at the systemic velocity of the
galaxy. On the assumption of local thermodynamic equilibrium, the column
density of CO in the 270 K component is NCO ~ 4.5 x 10^18 cm-2, which in fully
molecular gas corresponds to a H2 column density of NH2 ~ 2.5 x 10^22 cm-2. The
thermal excitation of CO up to the observed high rotational levels requires a
density greater than nc(H2) > 2 x 10^7 cm-3, implying that the thickness of the
warm absorbing layer is extremely small (delta_d < 4 x 10-2 pc) even if it is
highly clumped. The large column densities and high radial velocities
associated with these warm components, as well as their temperatures, indicate
that they originate in molecular clouds near the central engine of the AGN.
