The quest to understand the nature of dark matter is one of the most compelling challenges in modern physics. This dissertation investigates various dark matter models, aiming to establish connections between theory and observations. Beginning with indirect detection searches, we focus on dark matter annihilation into monochromatic photon lines. We examine the potential of this signature by constraining a top-philic dark matter model and the inert doublet model, using Fermi-LAT and HESS experimental data. We explore the singlet scalar Higgs portal model on the resonance region, combining data from the galactic center, dwarf galaxies and antiprotons. The model accommodates these measurements along with the relic density, while being unchallenged by current direct detection and collider constraints. We also investigate the phenomenology of superheavy decaying dark matter, constraining its lifetime on the basis of gamma-rays and future neutrino observations. Furthermore, we introduce light dark sectors, focusing on Standard Model extensions featuring a vector portal, involving a new dark gauge symmetry with a kinetically mixed dark photon. In particular, we focus on light dark photons, proposing models containing multiple dark fermions, generalizing the idea of the inelastic dark matter. We probe these rich dark sector models by searching for semi-visible dark photon decays, where electron-positron pairs are produced alongside missing energy. This decay pattern allows recasting and relaxing the main constraints, opening new regions of the parameter space, that can account for the anomalous magnetic moment of the muon, and be tested in the future. Finally, we present a search for electron-positron pairs produced within dark sector models in the MicroBooNE experiment, where heavier dark fermions are produced by beam neutrinos upscattering, further decaying to electron-positron pairs. This search has the potential to probe the parameter space that could provide an explanation for the MiniBooNE low-energy excess.