The cold dark matter paradigm for galaxy formation in the universe has been a great success, but with one serious difficulty: the nature of the cold dark matter remains a complete mystery. Dark matter arising in supersymmetric extensions to the Standard Model remains perhaps the best motivated possibility. Both the neutralino (superpartner of neutral gauge and Higgs bosons) and the light gravitino (superpartner of the graviton) have been studied extensively. I will focus on three topics: (1) the consequences for dark matter of a discrepancy (or lack thereof) in the muon anomalous magnetic moment; (2) the cosmic ray positron excess as a possible hint of annihilation in the galactic halo; (3) the light (keV) gravitino confronts large scale structure.