In this chapter, the authors characterize the general properties that dark matter particles possess, whatever they are. One possibility, that gravitinos make up the dark matter, arises in any locally supersymmetric theory. It is studied in this chapter. The parameters of the minimal supersymmetric standard model (MSSM) that control the mass and other properties of the neutralino are detailed. The authors discuss the bounds that can be put on the neutralino mass using cosmological data and also the constraints on the parameters of the MSSM that arise from other data whose theoretical prediction depends upon these parameters. They also discuss the prospects for the experimental detection of (neutralino) dark matter. The present data on neutrino masses show that although neutrinos might barely account for the inferred mass density, simulations of galaxy formation and cluster formation require cold dark matter. That is, the dark matter is made of weakly interacting massive particles.