Observations of low-mass galaxies (of stellar mass less than 10^9 solar masses) can provide constraints on the physical properties of dark matter, and enhance our understanding of the galaxy formation and quenching mechanism. Finding these low-mass galaxies is, however, not an easy task as these galaxies are intrinsically faint and, in most cases, lack clear structures. I will describe our recent efforts on the search of nearby low-mass galaxies at a few distance scales. I will start with the SAGA Survey, a spectroscopic survey that identifies low-mass satellite galaxies around more than 100 Milky Way-like analogs at 25-40 Mpc. I will then discuss how we use SAGA data to enable broader low-mass galaxy searches, including an ongoing program with DESI and a plan for Rubin LSST; these searches will provide new ways for us to explore the nature of dark matter in coming years. Finally, I will turn to our searches for much closer and much fainter dwarf galaxies with resolved stars in the Milky Way’s backyard (within 1 Mpc), and discuss how these ultra-faint galaxies push our understanding of the galaxy-halo connection to a much lower mass regime.