TeV scale supersymmetry offers a compelling solution to the related hierarchy and naturalness problems of the Standard Model of particle physics. If R-parity is conserved, the lightest supersymmetric particle is stable, and, if uncharged, is therefore a natural particle candidate for astrophysical cold dark matter. I will give a brief overview of neutralino dark matter in the Constrained Minimal Supersymmetric Standard Model (CMSSM), then I will discuss the impact of deviations from this scenario in which supersymmetry breaking appears at a scale below the supersymmetric grand unification scale. The constraint on the relic density of neutralinos and prospects for direct detection of neutalino dark matter will be discussed.