One of the most compelling hints for physics beyond the standard model is the cosmological observation that nearly a quarter of our universe consists of cold dark matter. In the next few years, LHC shows the promise of producing these elusive particles and possibly measuring their microscopic properties. This will be challenging, per se, and using LHC observations to reconstruct a complete theory of cosmological dark matter could prove quite challenging. In this talk I will discuss the prospects and many challenges facing such a program. In particular, we will consider complications that can arise rather generically from supersymmetry breaking or gravitational effects in the early universe. Although this will make synthesis much more difficult, many of these effects could lead to insights into the baryon asymmetry and its relation to the dark matter abundance.