Dark Matter (DM) is a long standing puzzle in fundamental physics and the goal of a diverse research program. I will review the evidence for DM and how to search for it. Underground and astrophysical searches attempt to detect DM particles in the cosmos directly or by searching for their decay products while particle colliders attempt to produce DM in the laboratory. Each of these detection methods probe different parts of the parameter space with complementary sensitivity in mass, interaction type, and uncertainties. I will show the connection between these searches, theoretical developments that connect their search strategies and how an interdisciplinary effort can probe the entire natural phase space in the near term future.