Black holes are so named because their immensely powerful gravitational fields do not allow light to escape from them. The term "hole," however, is unfortunate, as they are not holes, but spheres. These black spheres would indeed be difficult to observe were they in isolation. Often, however, black holes will be in orbit around other stars. After all, most black holes form after highly massive stars explode. As an appreciable fraction of stars are parts of binary systems, many black holes will be, as well.
Imagine a black hole in orbit with a star. Provided the star is close enough to the black hole, the latter will draw gases from the former, as a black hole's tidal forces are extremely strong. The stolen gases will form an accretion disk around the black hole. The gas particles closest to the black hole's event horizon, the region beyond which light cannot escape, will move faster than the particles farther away. (This difference relates to the conservation of angular momentum, which, for instance, causes Mercury to revolve around the Sun faster than Earth.) Consequently, the disk will experience differential rotation, a process that will heat the gases tremendously. These super-heated gases will then emit high energy x-rays. When astronomers find a powerful x-ray source near another star, they can be quite confident that the source is a black hole.
Astronomers believe that our galaxy, alone, might harbor as many as 100 million black holes. Many of these fearsome dark spheres roam about the interstellar void alone and undetected. Those that remain locked to other stars will often form x-ray emitting accretion disks that betray their presence. Other techniques to discover "lonely" black holes are in the development stage. One such method involves observations of how star light might "bend" or be distorted by proximate black holes.
We know they lurk out in the galaxy (and the Universe) in abundance. A few have been seen indirectly and based on these findings; astronomers extrapolate the existence of many more.
I hope this response helps.
*A dollop of stellar evolution for you to enjoy with your tea and biscuits. A star's mass determines its life cycle. There is an inverse proportion between a star's mass and life span. The most massive stars have the shortest lives, on the order of a few million years (a couple blinks and a gulp by cosmic standards). So, if a binary star consists of a highly massive star and a less massive companion, the highly massive star will turn into a black hole long before the other star ends its life.