Dark matter is believed to make up most of the matter in our Universe, but its particle origin remains a mystery. A promising possibility is that dark matter is a thermal relic: a particle that was produced thermally in the early Universe. A leading candidate for thermal relic dark matter is the Weakly Interacting Massive Particle (WIMP). I’ll review the cosmological argument for the WIMP, and how a diverse set of experiments are rapidly closing its available parameter space. I’ll then highlight other types of thermal relics beyond the WIMP. I’ll show how small changes to the theoretical assumptions underlying the WIMP lead to dark matter masses, interactions, and experimental prospects that differ dramatically from the WIMP.