  Dark matter annihilations taking place in nearby subhalos could appear as
gamma-ray sources without detectable counterparts at other wavelengths. In this
study, we consider the collection of unassociated gamma-ray sources reported by
the Fermi Collaboration in an effort to identify the most promising dark matter
subhalo candidates. While we identify 24 bright, high-latitude, non-variable
sources with spectra that are consistent with being generated by the
annihilations of ~20-70 GeV dark matter particles (assuming annihilations to
$b\bar{b}$), it is not possible at this time to distinguish these sources from
radio-faint gamma-ray pulsars. Deeper multi-wavelength observations will be
essential to clarify the nature of these sources. It is notable that we do not
find any such sources that are well fit by dark matter particles heavier than
~100 GeV. We also study the angular distribution of the gamma-rays from this
set of subhalo candidates, and find that the source 3FGL J2212.5+0703 prefers a
spatially extended profile (of width ~0.15$^{\circ}$) over that of a point
source, with a significance of 4.2$\sigma$ (3.6$\sigma$ after trials factor).
Although not yet definitive, this bright and high-latitude gamma-ray source is
well fit as a nearby subhalo of $m_{\chi} \simeq$ 20-50 GeV dark matter
particles (annihilating to $b\bar{b}$) and merits further multi-wavelength
investigation. Based on the subhalo distribution predicted by numerical
simulations, we derive constraints on the dark matter annihilation cross
section that are competitive to those resulting from gamma-ray observations of
dwarf spheroidal galaxies, the Galactic Center, and the extragalactic gamma-ray
background.
