Is There a Black Hole in the Universe?

According to our current theories, information should not be lost in the universe. And yet classical black holes do seem to delete it. So this would nicely avert that problem. But you know, science is a process. We start out with an idea and we get closer and closer to the truth. What do we actually know? Have we really verified this? Is there a possibility for it to be something else, something other than the current theoretical idea?