Advanced LIGO detected gravitational waves from two merging black holes on 14 September 2015.
And we already had really awesome evidence of their existence from binary pulsars.

Likely detections from Advanced LIGO and Advanced Virgo so far
Binary black hole coalecences: GW150914, LVT151012, GW151226, GW170104, GW170608 and GW170814
Binary neutron star coalecenses: GW170817