Black holes are hard to point to because they are...black.
Nevertheless, we did find out that there is a supermassive black hole at the Milky Way's center. It has a mass that is greater than that of the Sun by factors of tens of millions.
We arrived at this conclusion by watching what individual stars do that are very near to the Galactic center. These ill-fated stars describe oval-shaped orbits as if they are waltzing about some invisible central object.
Recent studies using sophisticated computer simulations are showing that about ten supermassive black holes should be lurking somewhere in galaxies the size of the Milky Way. Only one of these monsters would be situated at the very center (the one we found), while the others would orbit the galaxy at distances that are large compared to the Sun's distance from the Galactic center (whew), and far above or below the Galactic plane.
Fortunately, we are situated exactly in the plane in a relatively dull and unregarded ``suburb" of a spiral arm.
So do we have a chance to detect these other supermassive black holes in the Milky Way, if they exist? Black holes are impossible to see directly unless they are actively consuming some other object.
One idea that comes to mind is that we can discover black holes indirectly, by watching the effect they have on the light coming from the objects that happen to be behind them.
Black holes, afterall, are just like all other massive objects in that they the bend light around them. Shining a light near a black hole (but not into the black hole) will have the curious effect that the light appears to emerge from the other side. As an analogy, it is as if when you shine a flashlight onto a friend, that light would bend around your friend's body and appear to emerge from other side!
By monitoring millions of stars about once per week for evidence of this "light bending" effect, one can in principle locate these giant objects. To date no one has
found another supermassive black hole in our Galaxy. The best observatory to begin a search for such hidden
monsters is probably the Large Synoptic Sky Telescope (LSST) which is currently under construction in Chile.