ZOBOV (ZOnes Bordering On Voidness) is an algorithm that finds voids in a set of points, without any free parameters, or assumptions about shape. Instead of smoothing to an arbitrary degree, it measures probabilities that the voids it finds did not arise from Poisson fluctuations. This paper describes the ZOBOV algorithm, and the results from its application to the dark-matter particles in a region of the Millennium Simulation. Additionally, the paper points out an interesting high-density peak in the probability distribution of dark-matter particle densities.