Dark matter was proposed as an explanation for observations, e.g. the galaxy rotation problem. [1] Assuming the hypothesis is correct, then we have therefore already observed it (albeit indirectly, but all observations are indirect).
Isn't that putting the cart before the horse a bit? You need to explain galaxy rotation, fine, but I could invent any arbitrary hypothesis to say why the galaxies are rotating too fast, then cite the rotation as evidence for the hypothesis. This doesn't strike me as very good science. I would want to capture some dark matter in a lab and examine its properties (or something equivalent) and then conclude that this might explain our astronomical observations.
Many scientific theories have a history of the following sort:
1. Huh, those are some weird observations. What could explain it?
2. Maybe it's X? That could explain it.
3. So could Y?
4. Here's an experiment we could do to rule out Y!
5. Hmm, actually the result of that experiment was consistent with Y, but constrains some of its free parameters. And Y could still be false.
And so on.
Science doesn't require that you have something in a lab, just that you make hypotheses which are testable by some sort of observation. Otherwise we'd have to throw out nearly all of cosmology.
There are competing hypotheses still with respect to dark matter (e.g. that the force of gravity works differently than we thought over long distances), precisely because we haven't yet figured out how to do the experiments to rule out all but one hypothesis. But that's why it's called a hypothesis. We haven't yet figured out the answer! That's the beauty of science.
[1] http://en.wikipedia.org/wiki/Galaxy_rotation_curve