  The connection of Dark Matter to our particle physics model is still one of
the open cosmological questions. In these proceedings I will argue that axinos
can be successful Cold Dark Matter candidates in models with Supersymmetry and
the Peccei-Quinn solution of the strong CP problem. If they are the Lightest
Supersymmetric Particle (LSP), they can be produced in the right abundance by
thermal scatterings and out of equilibrium decays of the Next-to-Lightest
Supersymmetric Particles (NLSPs). Moreover if the NLSPs are charged, their
decay could help us understand which is the LSP, e.g. between axino and
gravitino.
