We review theories of dark matter (DM) beyond the collisionless paradigm, known as self-interacting dark matter (SIDM), and their observable implications for astrophysical structure in the Universe. Selfinteractions are motivated, in part, due to the potential to explain long-standing (and more recent) small scale structure observations that are in tension with collisionless cold DM (CDM) predictions. Simple particle physics models for SIDM can provide a universal explanation for these observations across a wide range of mass scales spanning dwarf galaxies, low and high surface brightness spiral galaxies, and clusters of galaxies. At the same time, SIDM leaves intact the success of ΛCDM cosmology on large scales. This report covers the following topics: (1) small scale structure issues, including the core-cusp problem, the diversity problem for rotation curves, the missing satellites problem, and the too-big-to-fail problem, as well as recent progress in hydrodynamical simulations of galaxy formation; (2) N-body simulations for SIDM, including implications for density profiles, halo shapes, substructure, and the interplay between baryons and selfinteractions;(3) semi-analytic Jeans-based methods that provide a complementary approach for connecting particle models with observations; (4) merging systems, such as cluster mergers (e.g., the Bullet Cluster) and minor infalls, along with recent simulation results for mergers; (5) particle physics models, including light mediator models and composite DM models; and (6) complementary probes for SIDM, including indirect and direct detection experiments, particle collider searches, and cosmological observations. We provide a summary and critical look for all current constraints on DM self-interactions and an outline for future directions.