The interface between hep-th and cond-mat is quite a mixed bag, and math-ph is quite diffuse (the label just represents its centre of mass so to speak). So I'm not sure if I would call math-ph the bridge between the two, but the map is based on simple principles/forces so it's very open to interpretation. I would say that hep-th is the bridge between a lot of the other categories, namely hep-ph, astro-ph, gr-qc, quant-ph, cond-mat and math-ph. Also the various interfaces between different categories are examples of long-range structure. For example the field of dark matter is located where hep-ph meets astro-ph, and the field of cosmological inflation occurs at the interface of hep-th, astro-ph, gr-qc and hep-th.