In the 1950s, Lyman Spitzer predicted that a hot gaseous medium surrounded the Milky Way in a halo/corona and that this gas should be detectable in strong absorption from highly ionized oxygen and nitrogen. It was confirmed in the 1970s using the Copernicus satellite. In the early 1990s, the first hydrodynamic cosmological simulations predicted that a warm-hot intergalactic medium (WHIM) was pervasive and extended out to the mildly overdense regions in the Universe. At low redshifts, the WHIM was predicted to harbor most of the baryons in the Universe. This was a bold prediction in which five-, six-, and seven-times oxygen (OVI, OVII, and OVIII) was predicted to trace this gas in absorption. The latter two require the X-ray spectroscopy, which has its challenges. The WHIM is also believed to be the source of the so-called broad Ly α absorbers (BLAs) in the Ly α forest and can be probed using fast radio bursts. In this chapter, we describe the discovery and confirmation of the WHIM and its characteristic properties. This includes a review of cooling flows, astrophysical plasmas, shocks, and interfaces.