The identity of dark matter is a central question in both astrophysics and particle physics. Recent progress has expanded the list of well-motivated dark matter candidates and their possible signatures. This review begins with a summary of the standard model of particle physics and its outstanding problems, including the gauge hierarchy problem, the new physics flavor problem, the neutrino mass problem, and the strong CP problem. It then discusses several dark matter candidates motivated by these problems, such as WIMPs, superWIMPs, light gravitinos, hidden dark matter, sterile neutrinos, and axions. For each candidate, the particle physics motivations, production mechanisms, basic properties, and implications for direct and indirect detection, particle colliders, and astrophysical observations are critically examined. Upcoming experiments will discover or exclude many of these candidates, potentially opening a new era of synergy between studies of the largest and smallest observable length scales.The identity of dark matter is a central question in both astrophysics and particle physics. Recent progress has expanded the list of well-motivated dark matter candidates and their possible signatures. This review begins with a summary of the standard model of particle physics and its outstanding problems, including the gauge hierarchy problem, the new physics flavor problem, the neutrino mass problem, and the strong CP problem. It then discusses several dark matter candidates motivated by these problems, such as WIMPs, superWIMPs, light gravitinos, hidden dark matter, sterile neutrinos, and axions. For each candidate, the particle physics motivations, production mechanisms, basic properties, and implications for direct and indirect detection, particle colliders, and astrophysical observations are critically examined. Upcoming experiments will discover or exclude many of these candidates, potentially opening a new era of synergy between studies of the largest and smallest observable length scales.