Abstract: While cold dark matter has proven a successful theory at explaining observations of our Universe on scales larger than galaxies, the behaviour of dark matter below these scales is largely unconstrained. Dark sectors, motivated by considerations from particle physics, provide interesting alternatives to cold dark matter that agree with current observations but can have wildly different behaviour on smaller scales. In these theories dark matter can have multiple components and non-trivial interactions between the 'dark' particles. In this colloquium I will discuss how astrophysical probes can identify and constrain these dark sectors, such as atomic dark matter, and could be the leading avenue in finding new physics beyond the Standard Model.