Physicists have used the criterion of “naturalness” to guide many of our explorations of the cosmos and the atom for centuries, from Copernicus to the Large Hadron Collider. In some instances, our notions of naturalness have successfully guided us to solutions of important physical problems. But in several recent cases, our notion of naturalness may be leading us to a dead end. In particular, I will talk about why naturalness arguments led many to believe that dark matter and supersymmetry should have been discovered by now, and what the current absence of clear evidence for either may be saying about the universe. I will also comment on a few problems that still seem to call out for a “natural” solution.