Dark matter makes up 85% of the matter in our Universe, but we have yet to learn its identity. Astrophysical probes are becoming powerful enough to inform us of some of its fundamental properties and a wide array of experiments are probing for non-gravitational interactions with ordinary matter. While most searches focus on Weakly Interacting Massive Particles (WIMPs) with masses in the GeV-to-TeV range, I will describe why it is important that we consider also other dark matter candidates. In particular, dark matter with MeV-to-GeV masses is a theoretically and phenomenologically appealing possibility. I will describe how novel experimental strategies allow us to detect such light dark matter particles in the laboratory, opening up vast new regions of dark matter parameter space for experimental exploration.