As an important test for General Relativity, the existence of a black hole is always the focus of physicists and astronomers. Particularly in these years, since a large number of advanced observational facilities are put into use and the techniques improved, the search for the evidence for black holes have made great progress, becoming one of astronomical researching hotspots. In this paper, evidence for stellar black holes and super-massive black holes in galactic nuclei is reviewed, and the great advances in black hole astrophysics are also introduced. Finally, we discuss some great developing projects and the primary results of pursuing primordial black holes. The suggestions for observations and the respect of astronomical evidence for black holes are put forward.