Over the last decade, infrared observations of the Galactic Center have traced the motion of several stars orbiting a common focus, revealing a central dark mass of 4x10^6 solar masses. Coincident with this focus is a very compact radio source, Sgr A*, whose apparent size has been resolved to within a few times the Schwarzschild radius. These observations provide the most definitive evidence for the existence of massive black holes. In this talk, I will review the latest observations and what they tell us about our Galactic center and its black hole. I will also describe experiments achievable in the near future, including the exciting prospect of testing General Relativity in an unexplored regime.