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Finding our galaxy in layers of extragalactic structures
This article is mostly a distilled version of many Wikipedia pages. Wherever I omitted references, you can probably find sources on Wikipedia.

Layers with unobservable boundaries

Let's get these out of our way first.
  • Multiverse: a hypothetical group of multiple universes. [^3]
    • Universe: all of space and time and their contents, forms of matter and energy.
      • Observable universe[^1]: The observable universe: Everything possibly detectable from Earth under the physical limit due to speed of light.
[^3]: "Some have argued that the multiverse is a philosophical notion rather than a scientific hypothesis because it cannot be empirically falsified." I agree.

Types of extragalactic structures

Cosmic void: Vast space between filaments (the largest-scale structures in the universe), which contain very few or no galaxies.
Galaxy filament: Largest known structures in the universe. Consists of walls of gravitationally bound galaxy superclusters. Filaments serve as the boundaries between large voids. Subtypes:
  • supercluster complexes,
  • galaxy walls, and
  • galaxy sheets
Supercluster: A large group of smaller galaxy clusters or galaxy groups.
Galaxy cluster: A collection of galaxies larger than groups that are first-order clustering.
Galaxy group / group of galaxies (GrG): ~50 gravitationally-bound galaxies, each at least as luminous as the Milky Way.
Galaxy subgroup: A significant galaxy plus its satellite galaxies. A galaxy subgroup does not have to be a subset of a galaxy group; it may be that of a galaxy cluster. (Source)
Galaxy: a gravitationally bound system of stars, stellar remnants, interstellar gas, dust, and dark matter. Usually has a nucleus.

Find the Milky Way through layers

In our universe, there is a...
  • Local Hole / KBC Void: (debatable -- Not as empty as other voids)
    • Perseus–Pegasus Filament
    • Pisces–Cetus Supercluster Complex: A filament.
      • The Pisces-Cetus Supercluster
      • The Perseus-Pegasus chain
        • Perseus-Pisces Supercluster
      • The Pegasus-Pisces chain
      • The Sculptor region
        • Sculptor Supercluster
        • Hercules Supercluster
      • Laniakea Supercluster: A new (2014) definition of "the local supercluster" (LSC or LS) using the relative velocities of galaxies.
        • Hydra–Centaurus Supercluster
          • the Great Attractor, Laniakea's central gravitational point near Norma
          • Antlia Wall, known as Hydra Supercluster
          • Centaurus Supercluster
        • Pavo–Indus Supercluster
        • Southern Supercluster
        • Virgo Supercluster (Virgo SC): An old definition of "the local supercluster".
          • Local Sheet[^2]: where galaxies share a similar peculiar velocity. Delineate one wall of the Local Void (not to be confused with the Local Hole).
            • Local Group: The group that includes the Milky Way. Contains >20 galaxies. (source)
              • Andromeda subgroup: Andromeda galaxy (M31) + >=13 dwarf galaxies around it.
              • Milky Way subgroup: Milky Way + >=59 small galaxies around it.
                • Milky Way: Our galaxy.
                  • Orion Arm
                    • Gould Belt
                      • Local Bubble
                        • Local Interstellar Cloud
                          • Solar System
                            • Earth
There's a rather ad-hoc (meaning, specific to our local environment) concept that is worth mentioning --
The Local Volume: the sphere of radius 10 Mpc centered on the Local Group. Contains 500+ galaxies. Includes:
  • Local Group
  • Sculptor Group
  • Centaurus A group
As you can see, it spans across several superclusters, so I can't fit it in the tree representation above.
[^1]: The universe is bigger than the observable universe, because if you were anywhere else, you would see a part of the universe that not observable on Earth, simply because the light there was able to travel to you rather than Earth at the present moment. [^2]: That probably makes itself a filament (although small), but I can't find reference that attests "the local sheet is a galaxy filament".