We present an instrument for dark-field x-ray microscopy installed on beamline ID06 of the ESRF — the first of its kind. Dark-field x-ray microscopy uses full field illumination of the sample and provides three-dimensional (3D) mapping of micro-structure and lattice strain in crystalline matter. It is analogous to dark-field electron microscopy in that an objective lens magnifies diffracting features of the sample. The use of high-energy synchrotron x-rays, however, means that these features can be large and deeply embedded. 3D movies can be acquired with a time resolution of seconds to minutes. The field of view and spatial resolution can be adapted by simple reconfiguration of the x-ray objective lens, reaching spatial and angular resolution of 30-100 nm and 0.001°, respectively. The instrument furthermore allows pre-characterization of samples at larger length scales using 3DXRD or DCT, such that a region of interest (e.g. a single grain) can be selected for high-resolution studies without the need to dismount the sample. As examples of applications we show work on mapping the subgrains in plastically deformed iron and aluminum alloys, mapping domains and strain fields in ferroelectric crystals, and studies of biominerals. This ability to directly characterize complex, multi-scale phenomena in-situ is a key step towards formulating and validating multi-scale models that account for the entire heterogeneity of materials. As an outlook, we discuss future prospects for such multi-scale characterization by combining DFXM with 3DXRD/DCT, and coherent x-ray methods for coarser and finer length-scales, respectively.