The presence of Dark Matter (DM) is required in the universe regulated by the
standard general relativistic theory of gravitation. The nature of DM is
however still elusive to any experimental search. We discuss here the process
of accumulation of evidence for the presence of DM in the universe, the
astrophysical probes for the leading DM scenarios that can be obtained through
a multi-frequency analysis of cosmic structures on large scales, and the
strategies related to the multi-messenger and multi-experiment astrophysical
search for the nature of the DM.Comment: 25 pages, 9 figures. Updated version of the review included in
ASTROPHYSICS AND COSMOLOGY AFTER GAMOW: Proceedings of the 4th Gamow
International Conference on Astrophysics and Cosmology After Gamow and the
9th Gamow Summer School "Astronomy and Beyond: Astrophysics, Cosmology, Radio
Astronomy, High Energy Physics and Astrobiology". AIP Conference Proceedings,
Volume 1206, p.