A variety of astrophysical observations has shown conclusively that the majority of the matter in the Universe consists of an unknown nonluminous, nonbaryonic component. Understanding the nature of this dark matter is one of the major outstanding problems of astrophysics and particle physics. I will review the observational evidence for dark matter, discuss the favored particle candidates, and illustrate the current excitement in the experimental arena regarding possible hints of discovery. Leading candidates for the dark matter are Weakly Interacting Massive Particles (WIMPs), a generic class of particles that are electrically neutral and do not participate in strong interactions, yet have weak-scale interactions with ordinary matter. Possible WIMP candidates include supersymmetric particles and Kaluza-Klein particles motivated by theories with extra dimensions. Searches take a three-pronged approach: direct detection in laboratory experiments, searches at the Large Hadron Collider in Geneva, and astrophysical indirect detection experiments. As I will discuss, a great deal of excitement currently pervades this field because of intriguing hints of discovery in laboratory experiments.