The next generation of cosmic microwave background (CMB) experiments, galaxy surveys, and high-redshift observations can potentially determine the nature of the dark matter observationally. With this in mind, we introduce a phenomenological model for a generalized dark matter (GDM) component and discuss its effect on large-scale structure and CMB anisotropies. Specifying the gravitational influence of the otherwise non-interacting GDM requires not merely a model for its equation of state but one for its full stress tensor. From consideration of symmetries, conservation laws, and gauge invariance, we construct a simple but powerful 3 component parameterization of these stresses that exposes the new phenomena produced by GDM. Limiting cases include: a particle component (e.g. WIMPS, radiation or massive neutrinos), a cosmological constant, and a scalar field component. Intermediate cases illustrate how the clustering properties of the dark matter can be specified independently of its equation of state. This freedom allows one to alter the amplitude and features in the matter power spectrum relative to those of the CMB anisotropies while leaving the background cosmology fixed. Conversely, observational constraints on such properties can help determine the nature of the dark matter.