After some reminiscences about my time in Stockholm, I will talk about work with my group on the question of the nature of the Dark Matter in the Universe. I will discuss five topics: i) Cosmological probes of neutrino properties; ii) Regarding WIMP searches: status and what is going on with DAMA? iii) Axions and Primordial Black Holes; iv) Dark Stars (the first stars could have been powered by dark matter rather than by fusion) and v) New ways to test the nature of Dark matter: the GAIA satellite and stellar streams as a test of Cold Dark Matter.