Chromoscope: the Milky Way in different wavelengths
chromoscope.net
chromoscope.net
edit: holy shit you can zoom in by scrolling
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.
As to X-Rays, the greenish Chromoscope X-Ray image was produced by the ROSAT team (RÖntgen SATellite, operating in the 1990s). Here's another ROSAT image with a paragraph of explanation: http://www.mpe.mpg.de/xray/wave/rosat/gallery/five_years/ima...
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").