I know that the CMB was created at the recombination, when photons could finally travel freely. But each of those photons was deflected one last time before this happened. Where's the matter that deflected the photons? Has it become the baryonic matter we see around us, or has it crossed the cosmic event horizon?
It is all around you. It was gravitationally attracted to clumps of dark matter where it reached sufficient density to begin to interact with itself (via the electromagnetic force), break up into smaller clumps which ultimately became stars, In the centre of these stars nuclear reactions converted a fraction of the hydrogen and helium nuclei into heavier isotopes, which (after several generations of stars) some of these heavier isotopes (and some of the hydrogen) eventually ended up in a planet orbiting a star, on which a series of chemical reactions between these isotopes ultimately resulted in me sitting here typing this.
Every baryon in the world was, at one time, a hydrogen or helium nucleus in the matter that filled the universe at the time time of the CMB.