If standard gravitational theory is correct, then most of the matter in the universe is in an unidentified form which does not emit enough light to have been detected by current instrumentation. This book is the second editon of the lectures given at the 4th Jerusalem Winter School for Theoretical Physics, with new material added. The lectures are devoted to the missing matter problem in the universe, the search to understand dark matter. The goal of this volume is to make current research work on unseen matter accessible to students without prior experience in this area and to provide insights for experts in related research fields. Due to the pedagogical nature of the original lectures and the intense discussions between the lecturers and the students, the written lectures included in this volume often contain techniques and explanations not found in more formal journal publications.