Not yet reviewed by Pith; the record is open.

The standard paradigm of hierarchical structure formation in a LambdaCDM universe predicts the presence of dark matter subhaloes, hosted by Milky Way-sized galaxies. Anticipated subhalo masses range from 10^{10} down to a cut-off mass between 10^{-3} and 10^{-11} solar masses. If dark matter is composed of heavy self-annihilating or decaying particles, these subhaloes could be visible in the gamma-ray band as faint and temporally constant sources without astrophysical counterparts. Based upon realistic subhalo models and current observational constraints on annihilating dark matter scenarios, we predict that one massive Galactic subhalo between 10^6 and 10^8 solar masses may already be present in the 11-month catalogue of Fermi-LAT. Indeed, at least twelve objects in the first Fermi catalogue qualify as candidates. The most promising object, 1FGL J0030.7+0724, is investigated in detail using a dedicated Swift X-ray follow-up observation and a refined positional analysis of the 24-month Fermi-LAT data. With the new observations, seven point-like X-ray sources have been discovered, of which SWIFT J003119.8+072454, which coincides with a faint radio source (12 mJy at 1.4 GHz), serves as a counterpart candidate of 1FGL J0030.7+0724. The broad-band spectral energy distribution is consistent with a high-energy-peaked blazar. However, flux and extent of 1FGL J0030.7+0724 may also be compatible with a dark matter subhalo. Detection of temporal variability or improved astrometry of 1FGL J0030.7+0724 are necessary to rule out or confirm an astrophysical origin. We discuss strategies to identify gamma-ray sources that are associated with self-annihilating dark matter subhaloes.