We review models of new physics in which dark matter arises as a composite bound state from a confining strongly-coupled non-Abelian gauge theory. We discuss several qualitatively distinct classes of composite candidates, including dark mesons, dark baryons, and dark glueballs. We highlight some of the promising strategies for direct detection, especially through dark moments, using the symmetries and properties of the composite description to identify the operators that dominate the interactions of dark matter with matter, as well as dark matter self-interactions. We briefly discuss the implications of these theories at colliders, especially the (potentially novel) phenomenology of dark mesons in various regimes of the models. Throughout the review, we highlight the use of lattice calculations in the study of these strongly-coupled theories, to obtain precise quantitative predictions and new insights into the dynamics.