The paradigm of dark matter has been one of the key developments at the interface between cosmology and elementary particle physics in the past century, and one of the foundational blocks of the Standard Cosmological Model. This book offers a brand new perspective within this complex field: building and testing particle physics models for cosmological dark matter. Chapters are organized to give a clear understanding of key research directions and methods within the field. The discussion is interspersed with several suggested problems, which question understanding and provide first-hand experience in transferring knowledge into practice. Appendices are also provided to summarize physical principles, in order to enable the building of a quantitative and well-founded understanding of particle models for dark matter. Rather than a review, key facts and findings are presented from the bottom up, separated and broken down into approachable sections and classroom-based discussions. This is essential reading for anyone interested in the quest for understanding the microscopic nature of dark matter as it manifests itself in particle physics experiments, cosmological observations, and high-energy astrophysical phenomena. This highly interdisciplinary book is a primer for cosmologists and astrophysicists interested in building an understanding of particle models for dark matter, as well as for particle physicists interested in early-universe cosmology and high-energy astrophysics.