More recently, scientists had a huge win when the Event Horizon Telescope picked up an image of a Black Hole in the Milky Way Galaxy. It's the first time it has been seen. In calculating what the image entails they were able to figure out that the Black Hole is around four million times more massive than the Sun. That's right, four million! Fortunately for the Milky Way Galaxy, this particular black hole doesn't have much of an appetite so it's not absorbing very many objects.
If your mind isn't already blown, the picture below of the Black Hole they've found is from 27,000 light years away.