What if the Higgs Boson Weighs 115 GeV?

If the Higgs boson indeed weighs about 114 to 115 GeV, there must be new physics beyond the Standard Model at some scale \la 10^6 GeV. The most plausible new physics is supersymmetry, which predicts a Higgs boson weighing \la 130 GeV. In the CMSSM with R and CP conservation, the existence, production and detection of a 114 or 115 GeV Higgs boson is possible if \tan\beta \ga 3. However, for the radiatively-corrected Higgs mass to be this large, sparticles should be relatively heavy: m_{1/2} \ga 250 GeV, probably not detectable at the Tevatron collider and perhaps not at a low-energy e^+ e^- linear collider. In much of the remaining CMSSM parameter space, neutralino-stau coannihilation is important for calculating the relic neutralino density, and we explore implications for the elastic neutralino-nucleon scattering cross section.