Dark matter may be hidden, with no standard model gauge interactions. At the same time, in WIMPless models with hidden matter masses proportional to hidden gauge couplings squared, the hidden dark matter's thermal relic density may naturally be in the right range, preserving the key quantitative virtue of WIMPs. We consider this possibility in detail. We first determine model-independent constraints on hidden sectors from Big Bang nucleosynthesis and the cosmic microwave background. Contrary to conventional wisdom, large hidden sectors are easily accommodated. A flavour-free version of the standard model is allowed if the hidden sector is just 30% colder than the observable sector after reheating. Alternatively, if the hidden sector contains a 1-generation version of the standard model with characteristic mass scale below 1 MeV, even identical reheating temperatures are allowed. We then analyze hidden sector freezeout in detail for a concrete model, solving the Boltzmann equation numerically and understanding the results from both observable and hidden sector points of view. We find that WIMPless dark matter indeed obtains the correct relic density for masses in the range keV < m_X > TeV. The upper bound results from the requirement of perturbativity, and the lower bound assumes that the observable and hidden sectors reheat to the same temperature and is raised to the MeV scale if the hidden sector is 10 times colder. WIMPless dark matter therefore generalizes the WIMP paradigm to the largest mass range possible for viable thermal relics and provides a unified framework for exploring dark matter signals across nine orders of magnitude in dark matter mass. We will also discuss cosmological bounds on the dark matter with unbroken hidden U(1) charges.