The matter content of the Universe is dominated by dark matter. Beyond its abundance and its lack of non-gravitational interactions with standard model matter, little is known about the nature of dark matter. This thesis attempts to illuminate different aspects of dark matter by using gravitational lensing in conjunction with other cosmological probes. Gravitational lensing describes the deflection of light by gravitational potentials and is a direct and unbiased probe of the matter distribution in the Universe. We investigate the weakly interacting massive particle (WIMP) model of dark matter by performing a tomographic and spectral cross-correlation between weak gravitational lensing from the Canada-France-Hawaii Telescope Lensing Survey (CFHTLenS), Red Cluster Sequence Lensing Survey (RCSLenS), and Kilo-Degree Survey (KiDS), and gamma rays from Fermi-LAT. The non-detection of a correlation allows us to constrain the allowed masses, annihilation cross-sections, and decay rates of WIMP dark matter. Even though most matter in the Universe is dark matter, about 16% is baryonic matter. To make precision measurements of the dark matter distribution with gravitational lensing, it is therefore necessary to understand the behaviour and distribution of baryonic matter. We measure and analyse the cross-correlation between weak gravitational lensing from RCSLenS and the thermal Sunyaev-Zeldovich (tSZ) effect from the Planck satellite to constrain the effect of baryon physics on the matter distribution. Models of gravitational lensing often make use of a range of approximations. We study the effect of dropping these approximations on the cross-correlation between gravitational lensing and tSZ by performing a detailed calculation up to fourth order in the gravitational potential. We find that the common approximations are sufficiently accurate even for future surveys. Finally, we explore the growth of structure and the effect of residual weak lensing systematics in a tomographic cross-correlation between weak gravitational lensing from KiDS and lensing of the cosmic microwave background (CMB) from Planck.