We present the first ≥3.5 (conservative) or ≥5.8 σ (sum-of-lines significance) detection of two warm-hot intergalactic medium (WHIM) filaments at z > 0, which we find along the line of sight to the blazar Mrk 421. These systems are detected through highly ionized resonant metal absorption in high-quality Chandra ACIS and HRC Low Energy Transmission Grating (LETG) spectra of Mrk 421, obtained following our two Target of Opportunity requests during two outburst phases ( F 0.5-2 keV = 40 and 60 mcrab; 1 crab = 2 × 10 -8 ergs s -1 cm -2 ). Columns of He-like oxygen and H-like nitrogen can be detected in the co-added LETG spectrum of Mrk 421 down to a sensitivity of N ≥ 8 × 10 14 cm -2 and N ≥ 10 15 cm -2 , respectively, at a significance ≥3 σ. The two intervening WHIM systems that we detect have O VII and N VII columns of N = (1.0 ± 0.3) × 10 15 cm -2 , N = (0.8 ± 0.4) × 10 15 cm -2 and N = (0.7 ± 0.3) × 10 15 cm -2 , N = (1.4 ± 0.5) × 10 15 cm -2 , respectively. We identify the closest of these two systems with an intervening WHIM filament at cz = 3300 ± 300 km s -1 . The second system, instead, at cz = 8090 ± 300 km s -1 , is identified with an intervening WHIM filament located ~13 Mpc from the blazar. The filament at cz = 3300 ± 300 lies ≲5 Mpc from a known H I Lyα system at cz = 3046 ± 12 km s -1 (Shull and coworkers) whose 3 σ maximal H I kinetic temperature, as derived from the observed line FWHM, is T ≤ 1.2 × 10 5 K. This temperature is inconsistent with the temperature measured for the X-ray filament, so if the systems are related, a multiphase WHIM is required. Combining UV and far-ultraviolet (FUV) upper limits on the H I Lyα and the O VI 2 s →2 p transitions with our measurements in the X-rays, we show that, for both filaments, equilibrium collisional ionization (with residual photoionization by both the diffuse UV and X-ray background and the beamed emission of Mrk 421 along our line of sight) provides acceptable solutions. These solutions define ranges of temperatures, metallicity ratios, and equivalent H column densities, which are in good agreement with the predictions of hydrodynamical simulations for the formation of large-scale structures in the universe. From the detected number of WHIM filaments along this line of sight we can estimate the number of O VII filaments per unit redshift with columns larger than 7 × 10 14 cm -2 , d / dz ( N ≥ 7 × 10 14 ) = 67 , consistent, within the large 1 σ errors, with the hydrodynamical simulation predictions of d / dz ( N ≥ 7 × 10 14 ) = 30. Finally, we measure a cosmological mass density of X-ray WHIM filaments Ω b = 0.027 × 10 , consistent with both model predictions and the estimated number of "missing" baryons at low redshift.
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