New forces and new force carriers are ubiquitous in physics beyond the Standard Model. I will discus how detecting the indirect or direct effects of new force carriers can shed lights on the particle nature of the Dark Matter in the Universe and test the light new physics interpretations of the longstanding muon g-2 puzzle. In particular I will show how this type of new physics forces us to rethink deeply about the interplay between direct searches at the intensity frontier, Dark Matter direct detection and astrophysical and cosmological probes of Dark Matter.