In this talk I will review the connection between theories of electroweak symmetry breaking and expectations for the cosmological origin of dark matter. I will then discuss theoretical progress in model building that suggests that a scenario giving rise to dark matter of thermal origin may be difficult to realize. When considered along with recent experimental results coming from the indirect detection of dark matter, this hints at the possibility that dark matter may not have been produced thermally. We will see that if this were indeed the case it could open a window of opportunity for probing the nature of the early universe and physics beyond the standard model. This paradigm makes a surprising prediction for the Large Hadron Collider, which I will also discuss.