Dark matter and LHC: What is the connection?

We review what can (and cannot) be learned if dark matter is detected in one or more experiments, emphasizing the importance of combining LHC data with direct, astrophysical and cosmological probes of dark matter. We briefly review the conventional picture of a thermally produced WIMP relic density and its connection with theories of electroweak symmetry breaking. We then discuss both experimental and theoretical reasons why one might generically expect this picture to fail. If this is the case, we argue that a combined effort bringing together all types of data - combined with explicilty constructed theoretical models - will be the only way to achieve a complete understanding of the dark matter in our universe and become confident that any candidate actually provides the relic density.