The nature of dark matter in the Universe is one of the hardest unsolved problems in modern physics. Indeed, on one hand, the overwhelming indirect evidence from astrophysics seems to leave no doubt about its existence; on the other hand, direct search experiments, especially those conducted with low-background detectors in underground laboratories all over the world, seem to deliver only null results with a few debated exceptions. Furthermore, the lack of predicted candidates on the LHC energy scale has made this dichotomy even more puzzling. We will recall the most important phases of this novel branch of experimental astro-particle physics, analyzing the interconnections among the main projects involved in this challenging quest, and we will draw conclusions slightly different from how the problem is commonly understood.