Black holes are formed in the cores of giant stars.

Black holes are formed when a huge star is fighting its own gravity. All of the hydrogen, helium, silicon etc. have been fused and there are no more elements to fuse except iron. Iron is such an heavy element that a star cannot fuse it and thus the core gets so dense and heavy, that its gravity “eats” the star, feeding more matter and energy to the core. But then, so much matter has been taken in by the core that it gets dense to an infinite point, known as a singularity, and a black hole is born.