Since its discovery by the Swiss astronomer Fritz Zwicky in the 1930s, dark matter has continued to capture the public imagination. It raises the velocity of stars and gas in galaxies, bends light around massive galaxy clusters and promotes the growth of structure in the Universe. In this talk, I will explain the key evidences for dark matter, and our latest theories for what it is. I will show that the latest data point towards dark matter being some new particle that lies beyond the standard model of particle physics. If this is correct, then billions of these particles will flow through your head by the time you finish reading this paragraph (without effect thankfully). This is such a striking thought that it has already inspired many artists and writers, from Cornelia Parker's "Cold Dark Matter" sculpture to Philip Pullman's "His Dark Materials". I conclude with a look to the future and our prospects for detecting or creating such a particle in the next five years.