Using reconstructed initial conditions in the SDSS survey volume, we carry out constrained hydrodynamic simulations in three regions representing different types of the cosmic web: the Coma cluster of galaxies; the SDSS great wall; and a large low-density region at z βΌ 0.05. These simulations are used to investigate the properties and evolution of intergalactic and intra-cluster media. About half of the warm-hot intergalactic gas is associated with filaments in the local cosmic web. Gas in the outskirts of massive filaments and halos can be heated significantly by accretion shocks generated by mergers of filaments and halos, respectively, and there is a tight correlation between gas temperature and the strength of the local tidal field. The simulations also predict some discontinuities associated with shock fronts and contact edges, which can be tested using observations of the thermal SZ effect and X-rays. A large fraction of the sky is covered by LyΞ± and OVI absorption systems, and most of the OVI systems and low-column density HI systems are associated with filaments in the cosmic web. The constrained simulations, which follow the formation and heating history of the observed cosmic web, provide an important avenue to interpret observational data. With full information about the origin and location of the cosmic gas to be observed, such simulations can also be used to develop observational strategies.