  In a cold dark matter (CDM) framework of structure formation, the dark matter
haloes around galaxies assemble through successive mergers with smaller haloes.
This merging process is not completely efficient, and hundreds of surviving
halo cores, or {\it subhaloes}, are expected to remain in orbit within the halo
of a galaxy like the Milky Way. While the dozen visible satellites of the Milky
Way may trace some of these subhaloes, the majority are currently undetected. A
large 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 may
trace subhaloes undetected in the optical. Confirming the existence of
concentrations of dark matter associated with even a few of the HVCs would
represent a dramatic step forward in our attempts to understand the nature of
dark matter. Supersymmetric (SUSY) extensions of the Standard Model of particle
physics currently suggest neutralinos as a natural well-motivated candidate for
the non-baryonic dark matter of the universe. If this is indeed the case, then
it may be possible to detect dark matter indirectly as it annihilates into
neutrinos, photons or positrons. In particular, the centres of subhaloes might
show up as point sources in gamma-ray observations. In this work we consider
the possibility that some of the unidentified EGRET $\gamma$-ray sources trace
annihilating neutralino dark matter in the dark substructure of the Local
Group. We compare the observed positions and fluxes of both the unidentified
EGRET sources and the HVCs with the positions and fluxes predicted by a model
of halo substructure, to determine to what extent any of these three
populations could be associated.
