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We present a brief review of recent searches for the Gunn-Peterson effect at different redshifts. This review also includes our own results of searches for HI Gunn-Peterson absorption in HST spectra of 15 QSOs. Continuum shapes shortward of the Ly$\alpha$ emission line in some spectra show evidence of absorption. If these features can be interpreted in terms of intergalactic HI absorption one can estimate column densities of neutral hydrogen in intergalactic space in these directions. The absence of intergalactic HI absorption in the directions to other QSOs probably shows that intergalactic space is not homogeneous and its properties (gas density and radiation field) vary on some spatial scales.