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Over the past several decades, unexpected astronomical discoveries have been fueling a new wave of particle model building and are inspiring the next generation of ever-more-sophisticated simulations to reveal the nature of Dark Matter (DM). This coincides with the advent of new observing facilities coming online, including JWST, the Rubin Observatory, the Nancy Grace Roman Space Telescope, and CMB-S4. The time is now to build a novel simulation program to interpret observations so that we can identify novel signatures of DM microphysics across a large dynamic range of length scales and cosmic time. This white paper identifies the key elements that are needed for such a simulation program. We identify areas of growth on both the particle theory side as well as the simulation algorithm and implementation side, so that we can robustly simulate the cosmic evolution of DM for well-motivated models. We recommend that simulations include a fully calibrated and well-tested treatment of baryonic physics, and that outputs should connect with observations in the space of observables. We identify the tools and methods currently available to make predictions and the path forward for building more of these tools. A strong cosmic DM simulation program is key to translating cosmological observations to robust constraints on DM fundamental physics, and provides a connection to lab-based probes of DM physics.