Hydrodynamic cosmological simulations predict that most of the baryons at low redshift reside in warm-hot intergalactic medium, WHIM. One of the few prospects for detecting this shock heated, low density gas is via the "X-ray forest" of absorption lines it should produce in quasar spectra. Such observations are now possible with Chandra X-ray Observatory. I will describe recent efforts to trace the WHIM and determine its physical properties, with Chandra as well as with HST and FUSE, and discuss the implications towards the missing baryon problem. I will also describe the attempts to detect the Local Group baryons with X-ray and UV observations.