Recently data from PAMELA, ATIC, FERMI-LAT and HESS show that there are e± excesses in the cosmic ray energy spectrum. PAMELA shown excesses only in e+, but not in anti-proton spectrum. ATIC, FERMI-LAT and HESS shown excesses in e++e- spectrum, but the detailed shapes are different which requires future experimental observations to pin down the correct data set. Nevertheless a lot of efforts have been made to explain the observed e± excesses, and also why PAMELA only has excesses in e+ but not in anti-proton. In this brief review we discuss one of the most popular mechanisms to explain the data — the dark matter annihilation. It has long been known that about 23% of our universe is made of relic dark matter. If the relic dark matter was thermally produced, the annihilation rate is constrained resulting in the need of a large boost factor to explain the data. We will discuss in detail how a large boost factor can be obtained by the Sommerfeld and Breit–Wigner enhancement mechanisms. Some implications for particle physics model buildings will also be discussed.