Possible dark matter candidates in particle physics span a mass range extending over fifty orders of magnitude. In this review, we consider the range of masses from a few keV to a few hundred TeV, which is relevant for cold particle dark matter. We will consider models where dark matter arises as weakly coupled elementary fields and models where dark matter is a composite state bound by a new strong interaction. Different production mechanisms for dark matter in these models will be described. The landscape of direct and indirect searches for dark matter and some of the resulting constraints on models will be briefly discussed.