Inspired by this question.
I believe that the usual explanation that preserves the second law of thermodynamics as an astrophysical gas cloud collapses under gravity is that the gas must heat and radiate, and while the entropy of the collapsed gas may be lower than the entropy of the uncollapsed gas, the entropy in the emitted radiation is more than enough to compensate.
However, dark matter is thought to undergo a similar collapse process, and it does not radiate by definition. I recall hearing that there is still no contradiction of the second law here, but I can't recall the explanation. What saves the second law here? Is it simply that some mass must be ejected by the collapsing system, i.e. the collapsing halo is "radiating mass" rather than radiating photons?