The halos of galaxies are believed to contain substantial amounts of dark matter in the form of a dark halo. At least a fraction of this dark matter is made up of ordinary baryonic objects that are simply too faint to be seen. These include black holes, neutron stars, faint stars (red, white and brown dwarfs) and planets - objects which have come to be collectively known as MACHOs (MAssive Compact Halo Objects).
One method for detecting these objects in the halo of the Milky Way is through gravitational micro-lensing. This effect amplifies the light from a background star whenever a MACHO passes in front of it, resulting in an increase in the brightness of the background star. Unfortunately, these events are extremely rare, and it is necessary to monitor several million stars for long periods of time (years) in order to detect a significant number of interesting events.
That being said, a large number of MACHOs with masses around 0.5 times that of the Sun have been observed in the halo of the Milky Way with this technique. These MACHOs constitute only around 20% of the Galaxy's 'dark matter' (even though they are probably low mass stars and not strictly dark matter), with the remaining 80% still a mystery.