There is evidence that dark matter constitutes a majority of the Universe's matter content. Yet, we are ignorant about its nature. Understanding dark matter requires new physics, possibly in the form of a new species of fundamental particles. So far, the evidence supporting the existence of dark matter is purely gravitational, ranging from mass measurements on galactic scales, to cosmological probes such as the cosmic microwave background radiation. For many proposed models of particle dark matter, the strongest constraints to its properties do not come from particle collider or direct detection experiments on Earth, but from the vast laboratory of space. This thesis focuses on such extra-terrestrial probes, and discusses three different in...