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 two decades, employing high resolution infrared and radio 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. Future interferometric studies of the Galactic Center black hole promise to be able to test gravity in its strong field limit. I will also briefly summarize the cosmological evolution of massive black holes.