If there are many universes, they must have a gravity effect on each other. Since dark matter is measured through gravity, but we don't know the mass behind it, isn't it possible that it comes from another universe?
This is a bit of a speculative question, but I can answer it.
Dark matter has been observed in galaxies, and the distributions of dark matter in galaxies have also been measured. It seems clear that the matter is firmly in our universe - we just can't detect it with electromagnetic radiation. *However, there are ideas (extremely speculative) that dark matter is from a different spatial dimension. It sort of explains why gravity is so weak (it "leaks off" through the other dimension(s)). Note, though, that this highly, highly speculative.
There are ideas like this in string theory, too. Some say that we are trapped on a brane, a section of space-time with three spatial dimensions. However, there are one or more additional dimensions. All of these dimensions are known as the bulk. Gravity can "leak off" through these extra dimensions. Some theories take this to the extreme, and say that there exist many universes (of a certain number of dimensions each, but with less dimensions that those of the bulk) that are branes, just like ours. These have been considered the source of phenomena such as dark energy - in which case your scenario is within the realm of plausibility.
All of these ideas, however, are speculative and have no evidence in their favor.