Where would dark matter be produced? There are a zoo of dark matter candidates.
Are there any candidates which could be produced in extreme conditions such as black holes/active galactic nuclei/pulsars? After reading an article on WIMPs annihilating near black holes, I became interested in whether there were any places in the Universe where any of the dark matter candidates could be produced.
 A: People are usually more interested in the reverse process of production, that is the annihilation of dark matter particles. This is simply because it may be easier to see the products of annihilation (which might produce photons as a by-product) than to notice a small amount of ordinary matter that has "disappeared" to produce dark matter. And finding evidence for the existence of a DM particle is a popular goal these days.
But in any case, your question can still be answered, at least in a hand-waving sort of way. There are a number of processes proposed for DM annihilation, here are a few:

The first one, read from left to right, depicts the annihilation of two DM particles into a fermion-anti-fermion pair, mediated by a Higgs boson. But if that process is possible, so must be the reverse (fermion + anti-fermion annihilating into two DM particles). You can even read the diagram vertically to get DM-fermion scattering.
However, if these interactions exist (remember, these are just proposed interactions that help guide the search for a DM particle), you still need to worry about how likely they are. For instance, slamming an electron and a positron together is much more likely to yield a pair of photons (right to left):

than a pair of DM particles.
Given that the DM particle (or particles?) are thought to be fairly massive, if they're produced anywhere the best bet is to look in high energy environments - quasars, black hole accretion disks and jets, supernovae, etc. Much more promising for getting useful measurements are particle colliders. Also, in the early Universe, the whole Universe was a high energy environment, and there may have been an epoch when DM annihilation and production was commonplace, until the reaction(s) "froze out".
