Black holes are very fascinating and peculiar objects. According to General Relativity, uncharged black holes are completely specified by only two parameters, the mass M and the spin angular momentum J. In the last 40 years, we have discovered at least two classes of astrophysical black hole candidates: stellar-mass objects in X-ray binary systems and super-massive black hole candidates at the center of every normal galaxy. The mass of these objects can be inferred by robust dynamical measurements, by studying the orbital motion of gas or individual stars around them. The determination of the spin J is much more difficult and it is a hot topic of contemporary astrophysics. Then, there are still many open questions: What is the origin of the jets produced in the region around these objects? How could super-massive black holes become so heavy? Are these objects the Kerr black holes predicted by General Relativity? All our open questions may be addressed by studying the properties of the electromagnetic radiation emitted in the accretion process and, hopefully in a not distant future, by observing the gravitational waves emitted by these systems.