Gravitational wave astronomy has recently emerged as a new way to study our Universe. In this work, we survey the potential of gravitational wave interferometers to detect macroscopic astrophysical objects comprising the dark matter. Starting from the well-known case of clumps we expand to cosmic strings and domain walls. We also consider the sensitivity to measure the dark matter power spectrum on small scales. Our analysis is based on the fact that these objects, when traversing the vicinity of the detector, will exert a gravitational pull on each node of the interferometer, in turn leading to a differential acceleration and corresponding Doppler signal, that can be measured. As a prototypical example of a gravitational wave interferometer, we consider signals induced at LISA. We further extrapolate our results to gravitational wave experiments sensitive in other frequency bands, including ground-based interferometers, such as LIGO, and pulsar timing arrays, eg ones based on the Square Kilometer Array. Assuming moderate sensitivity improvements beyond the current designs, clumps, strings and domain walls may be within reach of these experiments.