We present an analysis of the large-scale galaxy distribution around two possible warm-hot intergalactic medium ( WHIM ) absorption systems reported along the Markarian 421 sightline . Using the Sloan Digital Sky Survey , we find a prominent galaxy filament at the redshift of the z = 0.027 X-ray absorption line system . The filament exhibits a width of 3.2 Mpc and length of at least 20 Mpc , comparable to the size of WHIM filaments seen in cosmological simulations . No individual galaxies fall within 350 projected kpc so it is unlikely that the absorption is associated with gas in a galaxy halo or outflow . Another , lower-significance X-ray absorption system was reported in the same Chandra spectrum at z = 0.011 , but the large-scale structure in its vicinity is far weaker and may be a spurious alignment . By searching for similar galaxy structures in 140 random smoothed SDSS fields , we estimate a \sim 5 - 10 % probability of the z = 0.027 absorber-filament alignment occurring by chance . If these two systems are indeed physically associated , this would represent the first known coincidence between large-scale galaxy structure and a blind X-ray WHIM detection .