The theory describing dark matter remains completely unknown, and requires new search ideas to resolve its identity. It turns out that stars and planets can be ideal playgrounds to discover dark matter. I will review a range of dark matter searches using celestial objects, including exoplanets, solar-system planets, the Sun, and the Earth. I will discuss different search strategies, their opportunities and limitations, and the interplay of regimes where different celestial objects are optimal dark matter detectors.