The Warm-Hot Intergalactic Medium (WHIM) arises from shock-heated gas collapsing in large-scale filaments and probably harbours a substantial fraction of the baryons in the local Universe. Absorption-line measurements in the ultraviolet (UV) and in the X-ray band currently represent the best method to study the WHIM at low redshifts. We here describe the physical properties of the WHIM and the concepts behind WHIM absorption line measurements of H I and high ions such as O VI, O VII, and O VIII in the far-ultraviolet and X-ray band. We review results of recent WHIM absorption line studies carried out with UV and X-ray satellites such as FUSE, HST, Chandra, and XMM-Newton and discuss their implications for our knowledge of the WHIM.
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