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This whitepaper focuses on the astrophysical systematics which are encountered in dark matter searches. Oftentimes in indirect and also in direct dark matter searches, astrophysical systematics are a major limiting factor to sensitivity to dark matter. Just as there are many forms of dark matter searches, there are many forms of backgrounds. We attempt to cover the major systematics arising in dark matter searches using photons -- radio and gamma rays -- to cosmic rays, neutrinos and gravitational waves. Examples include astrophysical sources of cosmic messengers and their interactions which can mimic dark matter signatures. In turn, these depend on commensurate studies in understanding the cosmic environment -- gas distributions, magnetic field configurations -- as well as relevant nuclear astrophysics. We also cover the astrophysics governing celestial bodies and galaxies used to probe dark matter, from black holes to dwarf galaxies. Finally, we cover astrophysical backgrounds related to probing the dark matter distribution and kinematics, which impact a wide range of dark matter studies. In the future, the rise of multi-messenger astronomy, and novel analysis methods to exploit it for dark matter, will offer various strategic ways to continue to enhance our understanding of astrophysical backgrounds to deliver improved sensitivity to dark matter.