  Predicted by hierarchical structure formation, Milky Way-type galaxies are
anticipated to host numerous dark matter subhalos with masses between 10^{10}
and a cut-off of 10^{-6} solar masses, or even less. In self-annihilating dark
matter scenarios, these objects could be visible in the gamma-ray band as faint
and non-variable sources without astrophysical counterpart. In accordance with
realistic subhalo models and current observational constraints on
self-annihilating dark matter, we predict that about one massive Galactic
subhalo may have already been detected in the 11-months catalog of Fermi-LAT
data (1FGL). Selection cuts applied to the 1FGL reveal twelve possible
candidates, and in-depth studies of the most promising object, 1FGL
J0030.7+0724, are presented. In a dedicated X-ray follow-up observation with
the Swift XRT, seven point-like X-ray sources have been discovered. Within the
positional uncertainty derived from the 24-months Fermi-LAT data, we consider
the unidentified radio source NVSS J003119+072456, coinciding with one of the
discovered Swift sources, as the most promising counterpart candidate for 1FGL
J0030.7+0724. The broad-band spectral energy distribution is consistent with a
high-energy-peaked blazar. However, flux and extent of the Fermi source may
also be compatible with a dark matter subhalo. A discrimination between the two
scenarios requires further multi-wavelength observations. Strategies for
identifying gamma-ray sources associated with self-annihilating DM subhalos are
discussed.
