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The identification of the nature of dark matter is one of the most important problems confronting particle physics. Current observational constraints permit the mass of the dark matter to range from $\sim 10^{-22}$ eV - $10^{48}$ GeV. Given the weak nature of these bounds and the ease with which dark matter models can be constructed, it is clear that the problem can only be solved experimentally. In these lectures, I discuss methods to experimentally probe a wide range of dark matter candidates.