One of the most exciting outstanding puzzles in modern physics is an explanation for the ~80% of the matter density of the universe that we attribute to "dark matter." In this talk, I will discuss the astrophysical evidence for dark matter and how particle candidates for dark matter naturally appear in theories of physics beyond the Standard Model. I will also describe the variety of tactics currently being pursued to observe particle dark matter; directly, by observing dark matter scattering on nuclei, indirectly, by observing its annihilation or decay products, and by producing it in colliders.