One of the most important problems of modern cosmology is the missing baryons problem. Theoretical simulations predict that the missing galactic baryons hide in the circumgalactic medium (CGM), at the interface between the intergalactic medium and the galactic disk. The CGM is expected to be hot, which can be probed in X-rays. I will discuss the strides we have made in understanding the physics of the CGM of the Milky Way using Chandra, XMM-Newton, and Suzaku observatories. I will also discuss our new, surprising discoveries, providing clues to the chemical enrichment and thermal history of the CGM. I will discuss how understanding the CGM is crucial for understanding the formation and evolution of galaxies, the building blocks of the Universe.
