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Yes, we've never seen one but inference is an extremely powerful tool. If you walk out of your tent while camping and see bear tracks in the mud, you can infer the presence of a bear near you without ever having seen it.
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Though a black hole itself can't be photographed, it's effects can. The accretion disc caused by infalling matter would radiate the entire spectrum as it is converted back to energy. Also you have the paired 'lighthouse' jets at either pole. These, however are not exclusive to black holes.
A further line of evidence comes from orbital speeds. Orbital mechanics is pretty straight forward. If an orbiting body is moving at ridiculous speeds the total gravitational attraction must be tremendous. This yardstick has been used to study stars orbiting the center of galaxies, including our own. The stars orbiting close to the galactic center are doing so at speeds that would require a supermassive gravitational source to hold them in orbit.
To be technical, though, they will never be "photographed". When people imagine pictures like those taken by the Hubble, these are not photographs. They are false color images of radio waves. Unless you can suddenly see radio waves, this isn't what you'd see. It's kind of like an IR camera that shows a different spectrum of radiation in visible light.