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In a cold dark matter (CDM) framework of structure formation, the dark matterhaloes around galaxies assemble through successive mergers with smaller haloes.This merging process is not completely efficient, and hundreds of survivinghalo cores, or {\it subhaloes}, are expected to remain in orbit within the haloof a galaxy like the Milky Way. While the dozen visible satellites of the MilkyWay may trace some of these subhaloes, the majority are currently undetected. Alarge number of high-velocity clouds (HVCs) of neutral hydrogen {\it are}observed around the Milky Way, and it is plausible that some of the HVCs maytrace subhaloes undetected in the optical. Confirming the existence ofconcentrations of dark matter associated with even a few of the HVCs wouldrepresent a dramatic step forward in our attempts to understand the nature ofdark matter. Supersymmetric (SUSY) extensions of the Standard Model of particlephysics currently suggest neutralinos as a natural well-motivated candidate forthe non-baryonic dark matter of the universe. If this is indeed the case, thenit may be possible to detect dark matter indirectly as it annihilates intoneutrinos, photons or positrons. In particular, the centres of subhaloes mightshow up as point sources in gamma-ray observations. In this work we considerthe possibility that some of the unidentified EGRET $\gamma$-ray sources traceannihilating neutralino dark matter in the dark substructure of the LocalGroup. We compare the observed positions and fluxes of both the unidentifiedEGRET sources and the HVCs with the positions and fluxes predicted by a modelof halo substructure, to determine to what extent any of these threepopulations could be associated.Comment: 12 Pages, 4 figures, to appear in a special issue of ApSS. Presented  at "The Multiwavelength Approach to Unidentified Gamma-Ray Sources" (Hong  Kong, June 1 - 4, 2004; Conference organizers: K.S. Cheng and G.E. Romero

Do the Unidentified Egret Sources Trace Annihilating Dark Matter in the Local Group?