Evidence has been accumulating for several decades that many galaxies harbor central mass concentrations that may be in the form of black holes with masses between a few million to a few billion time the mass of the Sun.  I will discuss measurements over the last decade, employing adaptive optics imaging and spectroscopy on large ground-based telescopes that prove the existence of such a massive black hole in the center of our Milky Way beyond any reasonable doubt. These data also provide key insights into its properties and environment. I will also briefly discuss the cosmological evolution of massive black holes.