The standard model of cosmology -- the ``Lambda cold dark matter'' model -- is based on the idea that the dark matter is a collisionless elementary particle, probably a supersymmetric particle. This model (which mostly dates back to an early workshop in Santa Barbara in the 1980s) has been famously verified by observations of the cosmic microwave background radiation and the large-scale distribution of galaxies. However, the model has yet to be tested conclusively on the small scales appropriate to most astronomical objects, such as galaxies and clusters. I will review the current understanding of the distribution of dark matter on small scales which derives largely from large cosmological N-body simulations and I will discuss prospects for detecting dark matter, either through its gravitational effect on galaxies and clusters or, more directly, through gamma-ray annihilation radiation.