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In Cosmology and in Fundamental Physics there is a crucial question like: where the elusive substance that we call Dark Matter is hidden in the Universe and what is it made of?, that, even after 40 years from the Vera Rubin seminal discovery does not have a proper answer. Actually, the more we have investigated, the more this issue has become strongly entangled with aspects that go beyond the established Quantum Physics, the Standard Model of Elementary particles and the General Relativity and related to processes like the Inflation, the accelerated expansion of the Universe and High Energy Phenomena around compact objects. Even Quantum Gravity and very exotic DM particle candidates may play a role in framing the Dark Matter mystery that seems to be accomplice of new unknown Physics. Observations and experiments have clearly indicated that the above phenomenon cannot be considered as already theoretically framed, as hoped for decades. The Special Topic to which this review belongs wants to penetrate this newly realized mystery from different angles, including that of a contamination of different fields of Physics apparently unrelated. We show with the works of this ST that this contamination is able to guide us into the required new Physics. This review wants to provide a good number of these "paths or contamination" beyond/among the three worlds above; in most of the cases, the results presented here open a direct link with the multi-scale dark matter phenomenon, enlightening some of its important aspects. Also in the remaining cases, possible interesting contacts emerges.