...they are made out of "hot air", in other words they probably dont exist. If there was a black hole at the centre of our galaxy we would see gravitational lensing of the light from the stars that orbit the centre, but we dont. Also, some boffins worked out that it would be impossible for a black hole to ever form in the first place...
http://news.sciencema...07/06/21-01.html?etoc
Cosmology is full of fantastical nonsense these days. Just like dark matter and dark energy, black holes are born out of desperation to keep old theories alive when conflicting observations pop up. Dark matter was invented to keep the standard gravity-only model of galactic motion alive when stars were found to orbit the galactic centre differently than expected. The theorists would rather invent some exotic form of matter than admit that their model is wrong. If they considered electromagnetic forces too (the forces that result from electric charge separation in plasma), then there would be no need to invent some exotic form of matter or posit that supermassive black holes exist at the centres of galaxies. (see
http://www.plasmacosmology.net)
When there's a risk of it hurting the egos of the theorists, Occam's Razor goes out the window.