A supermassive black hole resides in the center of all galaxies, including ours.

http://theastronomist.fieldofscience.com/2010/12/supermassive-black-holes.html

http://www.nrao.edu/index.php/learn/science/blackholes

http://www.youtube.com/watch?v=0mRhVVCWm3I&feature=related