  The nature of the Massive Compact Halo objects seen in microlensing
experiments and interpreted as dark matter in the Halo of our Galaxy remains a
mystery. Arguments are presented that these events are probably not ordinary
stellar or substellar objects, i.e., they are probably not faint stars, brown
dwarfs, white dwarfs, or neutron stars. On theoretical grounds one is then
pushed to either exotic explanations or a "no-Macho" Halo (in which the Machos
reside elsewhere than in the Halo). Indeed a nonbaryonic component in the Halo
seems to be required.
