The universe is full of giant structures like galaxies and clusters of galaxies. What holds them together? Over the past century, many diverse observations indicate that the glue holding these objects together is the gravitational pull of an invisible, elusive substance called dark matter. The evidence suggests that dark matter makes up 85 percent of the matter in the universe. But, though we know that this dark matter exists, we do not know what it is. This lecture will sift through the evidence on dark matter using the same questions invoked to solve a murder mystery in the game Clue: Who? Where? What? Could the answers be "Neutralino, in a dwarf galaxy, seen with gamma rays"? Our game of Cosmic Clue is ongoing and scientists are hot on the trails of a number of suspects.