Supersymmetric Dark Matter Candidates - The Lightest Neutralino, the Gravitino, and the Axino

In supersymmetric extensions of the Standard Model, the lightest neutralino, the gravitino, and the axino can appear as the lightest supersymmetric particle and as such provide a compelling explanation of the non-baryonic dark matter in our Universe. For each of these dark matter candidates, I review the present status of primordial production mechanisms, cosmological constraints, and prospects of experimental identification.