Neutralino Dark Matter in 2005

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I summarize some recent work on supersymmetric neutralinos as candidates for cold Dark Matter in the Universe. This includes a new scan of mSUGRA parameter space, with special emphasis on neutralinos annihilating predominantly through exchange of the light CP--even Higgs boson, and on bounds on sparticle masses. Next, prospects of testing models with TeV higgsino--like Dark Matter at colliders are discussed. Finally, I briefly comment on extensions of the mSUGRA model, and on scenarios with non--standard cosmology.