Of all of the energy in the universe, only about 4% contributes to all of the matter we can observe and interact with. The rest, we're told, is ~75% Dark Energy and 20% dark matter, which we infer through their influence on the evolution of our universe. This means that just about 80% of all the mass in the universe is comprised of matter we have never observed, which is non-interacting and kinematically 'cold', and that without this dark matter we couldn't have the galaxies we observe to be innumerous throughout the universe. So what is dark matter, and why are we so confident that it must exist? If it does exist, and it is so weakly interacting, how can we ever hope to observe it? In this talk, I'll answer these questions to the extent known to current science. I will present the latest evidence for the existence of dark matter, discuss some leading theories about what it may be, and the ongoing searches aimed at finding it. SLAC is a leader in the direct and indirect detection efforts through its leadership in SuperCDMS SNOLAB, LZ, and the Fermi telescope, and I will compare and contrast these and other experiments, their motivation, and potential scientific reach. We will travel to the deepest mines, the most energetic colliders, and the reaches on the galaxy in search of answers to this question.