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The term filament is used for highly dense regions of molecular clouds that are long and narrow, e.g., 100 parsecs long and less than 1 pc in thickness. Signs of star formation are found along them such as signs of dense cores and YSOs, so they are interest in current research. They might be called, more specifically, star forming filaments or molecular cloud filaments, though no convention seems to have taken hold.
Nessie, and early-discovered filament appears to be in a spiral arm of the Milky Way, suggesting that filaments and spiral arms are closely related, or different aspects of the same thing. The term bone (of the Milky Way) has been used for a spiral-arm-associated filament and skeleton (of the Milky Way) for all such filaments.
The term filament, whose general meaning is something long and thin like thread, is also used for other, unrelated astronomical objects that have a similar form (but often a larger scale), such as galaxy filaments, and the plasma filaments in the intergalactic medium. The large scale structure of the universe is often described as consisting largely of a "cosmic web" of dark matter filaments.