On top of the stuff other people have posted, we can (apparently) peer at the cosmic microwave background and look for patterns in its anisotropy power spectrum from baryonic acoustic oscillations in the early universe's quark-gluon plasma. The results we see demand WIMPs.
I'm not going to explain what any of that means because A. I've only recently woken up, B. you're perfectly capable of googling for yourself, and C. I'd probably get it wrong anyway. Suffice to say it's all brain-meltingly interesting.