In this paper, we present a joint cross-correlation analysis of the Archeops CMB maps at 143 and 217 GHz and the WMAP CMB maps at 41, 61 and 94 GHz with sky templates of projected galaxy density constructed from the 2MASS Extended Source catalog. These templates have been divided in patches sorted in decreasing galaxy density with a fixed number of pixels (we considered patches having 32, 64 and 128 pixels) and the cross correlation has been performed independently for each of these patches. We find that the densest patch shows a strong temperature decrement in the Q, V, W bands of WMAP and in the 143 GHz channel of Archeops, but not in the 217 GHz channel. Furthermore, we find that the spectral behavior of the amplitude of this decrement is compatible with that expected for the non-relativistic thermal Sunyaev-Zel'dovich effect, and is incompatible (at 4.5 sigma level) with the null hypothesis of having only CMB, noise and a dust component (nu^2) in those pixels. We find that the first 32-pixel sized patch samples the cores of 11 known massive nearby galaxy clusters. Under the assumption that the decrement found in this patch is due entirely to the thermal Sunyaev-Zel'dovich effect, we obtain an average comptonization parameter for those sources of y = (0.41 +- 0.08) x 10^(-4) at 13 arcmin angular scales. This value is compatible at 1 sigma with the expectation, y = 0.49 x 10^(-4), from a model of the cluster flux number counts based on the standard Lambda-CDM cosmology. The observed value of y is slightly diluted when computed for the first patch of 64 and 128 pixels, presumably due to the inclusion of less massive clusters, and the dilution factor inferred is also compatible with the quoted model.