So far, we haven't been able to do a lot of experiments on black holes, and that's a shame. Even the most universally accepted notions of black holes are not proven by observation or experiment. [Check out http://en.wikipedia.org/wiki/Hawking_radiation] None the less, according to (my understanding) of current theory, a BH doesn't spontaneously lose matter. That is, there's no evidence that anything leaves our universe. Hawking has merged general relativity and quantum calculations in an unholy alliance to predict that a BH radiates, and eventually evaporates. But nothing leaves the universe: for a while the matter/energy is stuck in the black hole, but then it radiates out and is back in the observable universe. If we could actually weigh (determine the mass of) a real black hole, and measure its radiation, then we could tell if the accounts were balanced: did the BH lose weight at the same rate as it radiated energy? Until we can do the equivalent, I don't suppose we can rule out strange connections to other dimensions, but we also have no evidence to support them.