Neutrinos are a type of 'hot dark matter', and due to evidence from the WMAP satellite, the Sloan Digital Sky Survey, and the like, we know that hot dark matter cannot make up much of the total dark matter.
When I say 'dark matter', I'm referring to matter that is non-luminous, but that makes it's presence known via gravitational effects. Hypothesizing the existence of dark matter explains several observed effects:
1) The rotation curves of galaxies suggest a halo of matter surrounding each galaxy,
2) There doesn't appear to have been enough time since the Big Bang for matter to accumulate into clumps (i.e form galaxies)
3) The dynamics of clusters of galaxies suggest a large amount non-luminous matter is present
4) The universe appears to have an energy density that far exceeds the mass that we observe.
One can suggest that MACHOs and neutrinos make up the missing matter, but current evidence suggests that neutrinos can, at most, make up around 0.1% of the matter. MACHOs are thought to make up <20% of the galactic halos, but this number has been decreasing of late.
You can then posit the existance of lots more 'stuff' that we simply can't see. The problem here is that the Cosmic Microwave Background (CMB) gives a snapshot of the universe when it was 300,000 years old, and places a limit on the amount of baryonic matter in the universe. Baryonic matter is protons, neutrons, electrons - basically all the stuff we know about. The only way that we can see to solve this problem is to hypothesize 'cold' dark matter (CDM), that would not contribute to the CMB. It would have to be much more massive that 'ordinary' matter (otherwise collider experiments would have observed it already), which leads it to form clumps under gravity quicker than the hydrogen and helium in the early universe. In this way, the dark matter 'seeds' galaxy formation. Such a scenario would also give the observed rotation curves of galaxies and explain galactic cluster dynamics.
The problem, of course, is that we have no idea what this stuff is! The term WIMP is given to the possible candidates for the CDM, but there are many possible sources for this particle. The theory does place limits on how it would interact with regular matter though, and it's through this that we can try to detect it. It's still very hard to do, but so much evidence points to it's existence that it's a good bet that the dark matter is out there.
The WMAP satellite measured the CMB and placed strong limits on the amount of baryonic mass in the universe. The numbers, as a fraction of the total energy density of the universe, are:
Baryonic Matter ~4%
Cold Dark Matter ~21%
Dark Energy ~75%
Dark Energy is the name given to the energy associated with the accelerating expansion of the universe, also known as the cosmological constant.