Let's be perfectly clear about this. The mass budget of the Universe (on cosmological scales) fairly obviously about 5% baryons and 20% non-baryons. The Big Bang set these two fluids up in an almost-perfectly-smooth universe-filling bath, and they've been falling around under gravity ever since. When enough baryons fall together densely enough, they're likely to form stars, and so the dense bits tend to become galaxies.
The Universe being
only 14 billion years old, there hasn't been time for the whole 5% mass budget to get down into the galaxies. The galaxies we see today are sort of the
first 20% of the baryons (and the first 20% of the dark matter). The other 80% of both is
still on its way in, in various ways. It's still just diffuse extragalactic gas, it hasn't compacted enough to form stars or galaxies yet.
How are we so sure it's out there? It's long been obvious in
superclusters, where there's enough of it in one place to emit easily-visible x-rays (while being still diffuse enough, and hot enough, to have eluded collapse into galaxies, although the gastrophysics involved is incompletely understood). This is called the "intracluster medium" (ICM) and sure enough it contains 80% of the mass, and 80% of the baryons, of the total galaxy cluster it lives in.
However, there should be a continuum of ICM-like baryon-plus-dark-matter clouds that are falling into less-spectacular clusters, or into isolated galaxies, or into dwarf galaxies, etc. That's much harder to see experimentally. If this paper is correct, then they've indeed seen it---
on average, the places where you expect these filaments (i.e. between galaxies) are a *little* brighter in the x-ray band than other regions of the sky. (These filaments are basically uncontroversial in the theory, though. Take a smooth volume of baryons+dark matter, give them a CMB-like density perturbation, and let gravity take over. These filaments form, gradually lumping up into galaxies of various sizes. It's actually quite hard to construct a gravitational-self-collapse scenario where they
don't; it's just a matter of how fast they form and how fast they get eaten up by galaxies.)
So in some sense these baryons were never "missing". Everyone who has reported the mass of the Universe as "5% baryons" has been counting them. We've been able to see their "baby pictures": the cosmic microwave background was emitted by
these baryons, all of them, the whole 5%, in the state they were in before all this interesting structure-formation segregated them. And we've been able to see them in clusters, where Nature helps us out by concentrating them in a nice spherical blob.
Think of it this way: they weren't
missing, like the Ivory Billed Woodpecker or Robin Hood, in the sense that you search and search wondering whether they exist or not. They're just
reclusive, like Greta Garbo, in the sense that they never answer the phone and they return mail unopened. Until this clever Aussie undergrad figured out how to hop the fence, climb the drainpipe, knock on the right window, and get an interview.
