I begin by briefly reviewing the evidence for the existence of Dark Matter (DM), emphasizing that {\em many} observations, at length scales between kpc (the size of the smallest galaxies) and Gpc (the Hubble radius) can be described by the same simple model, $\Lambda$CDM. I will then argue that primordial black holes, the only DM candidates that can be realized within the Standard Model (SM) of particle physics, are very unlikely to provide all of DM. After giving a (probably incomplete) list of possible DM candidates, I end by mentioning some recent developments in the theory of Weakly Interacting Massive Particles (WIMPs).