Dark matter self-interactions can affect the small scale structure of the Universe, reducing the central densities of dwarfs and low surface brightness galaxies in accord with observations. From a particle physics point of view, this points toward the existence of a 1-100 MeV particle in the dark sector that mediates self-interactions. Since mediator particles will generically couple to the Standard Model, direct detection experiments provide sensitive probes of self-interacting dark matter. We consider three minimal mechanisms for coupling the dark and visible sectors: photon kinetic mixing, Z boson mass mixing, and the Higgs portal. Self-interacting dark matter motivates a new benchmark paradigm for direct detection via momentum-dependent interactions, and ton-scale experiments will cover astrophysically motivated parameter regimes that are unconstrained by current limits. Direct detection is a complementary avenue to constrain velocity-dependent self-interactions that evade astrophysical bounds from larger scales, such as those from the bullet cluster. © 2014 American Physical Society.