Most of the mass in the universe is in the form of dark matter--a new type of nonbaryonic particle not yet detected in the laboratory or in other detection experiments. The evidence for the existence of dark matter through its gravitational impact is clear in astronomical observations--from the early observations of the large motions of galaxies in clusters and the motions of stars and gas in galaxies, to observations of the large-scale structure in the universe, gravitational lensing, and the cosmic microwave background. The extensive data consistently show the dominance of dark matter and quantify its amount and distribution, assuming general relativity is valid. The data inform us that the dark matter is nonbaryonic, is "cold" (i.e., moves nonrelativistically in the early universe), and interacts only weakly with matter other than by gravity. The current Lambda cold dark matter cosmology--a simple (but strange) flat cold dark matter model dominated by a cosmological constant Lambda, with only six basic parameters (including the density of matter and of baryons, the initial mass fluctuations amplitude and its scale dependence, and the age of the universe and of the first stars)--fits remarkably well all the accumulated data. However, what is the dark matter? This is one of the most fundamental open questions in cosmology and particle physics. Its existence requires an extension of our current understanding of particle physics or otherwise point to a modification of gravity on cosmological scales. The exploration and ultimate detection of dark matter are led by experiments for direct and indirect detection of this yet mysterious particle.