We study the column densities of neutral atomic, molecular, and warm ionized Galactic gas through their continuous absorption of extragalactic X-ray spectra at > 25 degrees. For N-H,N-21cm < 5 x 10(20) cm(-2) there is an extremely tight relationship between N-H,N-21cm and the X-ray absorption column, N-H,N-x,N- with a mean ratio along 26 lines of sight of N-H,N-x/N-H,N-21cm = 0.972 +/- 0.022. This is significantly less than the anticipated ratio of 1.23, which would occur if He were half He I and half He II in the warm ionized component. We suggest that the ionized component out of the plane is highly ionized, with He being mainly He II and He III. In the limiting case that H is entirely I-I I, we place an upper limit on the He abundance in the ISM of He/H less than or equal to 0.103. At column densities N-H,N-x > 5 x 10(20) cm(-2), which occurs at our lower latitudes, the X-ray absorption column N-H,N-x is nearly double N-H,N-21cm. This excess column cannot be due to the warm ionized component even if He were entirely He I, so it must be due to a molecular component. This result implies that for lines of sight out of the plane with similar to 30 degrees, molecular gas is common, with a column density comparable to N-H,N-21cm. This work bears upon the far-infrared background, since a warm ionized component, anticorrelated with N-H,N-21cm, might produce such a background. Not only is such an anticorrelation absent, but if the dust is destroyed in the warm ionized gas the far-infrared background may be slightly larger than that deduced by Puget and coworkers.