Through X-rays we can gain insights on the structural parameters of
dark matter halos in dynamically relaxed clusters of galaxies and on
the large-scale distribution of the diffuse "missing baryons" in the
local universe. In this talk I will show how X-rays can be fruitfully
used to: 1) explore the inner dark matter profile in clusters of
galaxies accounting also for possible modifications induced by the
presence of baryons; 2) investigate the predicted correlation of the
halo concentration parameter with mass for X-ray emitting galaxy
systems and its dependence with redshift in the case of clusters of
galaxies.  I will then review the sparse evidences collected so far by
X-ray studies of the existence of the so called Warm-Hot Intergalactic
Medium, a theoretically predicted gas phase distributed in the
large-scale filamentary structure of the local universe, which is
considered to be the reservoir of the local "missing baryons".