In front of the LMC molecular hydrogen is found in absorption near 0 km s(-1), being local disk gas, near +60 km s(-1) in an intermediate velocity cloud, and near +120 km s(-1), being a high velocity halo cloud. The nature of the gas is discussed based on four ORFEUS far UV spectra of LMC stars and including data from the ground and from the IUE satellite. The local gas is cool and, given a span of sight lines of only 2.5 degrees, rather huffy. The fractional abundance of H-2 varies from log f = log[N(H-2)/(2 . N(H-2) + N(H I))] = -5.4 to -3.3. Metal depletions (up to -1.7 dex for Fe) are typical for galactic disk gas. In the intermediate and high velocity gas an apparent underabundance of neutral oxygen points to an ionization level of the gas of about 90%. H-2 is detected in intermediate and high velocity gas towards HD 269546. In the intermediate velocity gas ive find an H-2 column density of log(N) similar or equal to 15.6. The H-2 excitation indicates that the line of sight samples a cloud at a temperature below 150 K. Column densities are too small to detect the higher UV pumped excitation levels. The high velocity H-2 (log(N) N 15.6) is highly excited and probably exposed to a strong radiation field. Its excitation temperature exceeds 1000 K. Due to the radial velocity difference between the halo gas and the Milky Way disk, the unattenuated disk radiation is available for H-2 excitation in the halo. We do not find evidence for an intergalactic origin of this gas a galactic as well as a Magellanic Cloud origin is possible.