A black hole forms when any object reaches a certain critical density, and its gravity causes it to collapse to an almost infinitely small pinpoint. Stellar-mass black holes form when a massive star can no longer produce energy in its core. With the radiation from its nuclear reactions to keep the star "puffed up," gravity causes the core to collapse. The star's outer layers may blast away into space, or they may fall into the black hole to make it heavier.
I'm with sundance for this one.