Whoa.. this is amazing.. Anyone know what's up with the jaggedness in the x-ray band? Also, I thought that the cosmic background radiation was isotropic, i.e. that the universe looks homogenous far enough away/back in time - is that what it means for the radial horizon/line to look, more or less, all blown out?
After subtracting out foregrounds and known redshifts (mostly from our own peculiar motion) the cosmic microwave background (CMB) is very nearly uniform, with a spectrum like a blackbody radiator with a temperature of 2.73 kelvins, to within one part in a hundred thousand. To see the cosmological hot and cold spots requires serious observatory engineering (starting with BOOMERanG, 1998 and compare http://www.physics.princeton.edu/cosmology/sk/ 1993 which really didn't see them well).
The galaxy as a whole is a substantial foreground. :-) Other more distant galaxies and clusters are also "foreground", essentially because they are newer than the surface of last scattering[1] which produced the CMB. Having all-sky views in different wavelengths lets us find and remove foregrounds. As you can see, in different wavelengths, the sky can be far from uniform.
The curved black features in the greenish Chromoscope X-Ray image are almost certainly unobserved parts of the sky. Here http://sci.esa.int/planck/46740-planck-sky-coverage-mollweid... are some animations of how the Planck satellite scans the sky, recording details of the cosmic microwave background. ROSAT's scanning was likely pretty similar, but I don't know the details.
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[1] When the universe was hotter and denser, atomic nuclei would be entirely stripped of their electrons. Free electrons and totally ionized atoms are extremely good at scattering light into a fog, which in turn inversely scattered the charged particles into thermal equilibrium. As the cooled, the charged particles could recombine without being blown apart by high-energy photons. The charged matter went on to collapse gravitationally into dense clouds and galaxies, while the light (and neutrinos) as massless (or extremely low mass) particles were mostly free to zip about as a cooling "ghost" of the last scattering surface. So we have decent reasons to expect a cosmic neutrino background (CvB, v like the greek letter \nu), with features roughly similar to what we see in the cosmic microwave background.
Additionally, there's a tenuous background (or set of backgrounds) of more massive particles that managed to avoid being drawn into structures that evolved into galaxy clusters. Like the CMB and CvB, it will have grown very cold and tenuous, making it a bit harder to spot than most normal matter (being weak and extremely diffuse emissions, and due to sparseness not much absorption of faraway light on its way to us).
The backgrounds are interesting because they tell us about overdensities at the surface of last scattering, and we have decent reasons to expect that those evolved from overdensities in the even earlier universe. The Cosmic Gravitational Wave background, which hopefully we will eventually be able to study in some detail, is likely to tell us a lot about what could and couldn't have happened before the surface of last scattering (and ideally we can trace the observables back to the extremely hot dense phase we call the "big bang").
Oh, hey, on the CMB front Peter Coles (http://telescoper.wordpress.com/) of Cardiff University says it better here https://ned.ipac.caltech.edu/level5/Glossary/Essay_lss.html (1999). I strongly recommend the second paragraph, starting, "To visualise...", (with the tiny caveat that there is an unstated choice of gauge in the "about twice the speed of light"), and the fourth paragraph starting, "Imagine...".
edit: holy shit you can zoom in by scrolling