  Recent observations suggest that some high-velocity clouds may be confined by
massive dark matter halos. In particular, the proximity and proposed dark
matter content of the Smith Cloud make it a tempting target for the indirect
detection of dark matter annihilation. We argue that the Smith Cloud may be a
better target than some Milky Way dwarf spheroidal satellite galaxies and use
gamma-ray observations from the Fermi Large Area Telescope to search for a dark
matter annihilation signal. No significant gamma-ray excess is found coincident
with the Smith Cloud, and we set strong limits on the dark matter annihilation
cross section assuming a spatially-extended dark matter profile consistent with
dynamical modeling of the Smith Cloud. Notably, these limits exclude the
canonical thermal relic cross section ($\sim 3\times10^{-26}{\rm cm}^{3}{\rm
s}^{-1}$) for dark matter masses $\lesssim 30$ GeV annihilating via the $b \bar
b$ or $\tau^{+}\tau^{-}$ channels for certain assumptions of the dark matter
density profile; however, uncertainties in the dark matter content of the Smith
Cloud may significantly weaken these constraints.
