Bekenstein proved that in Einstein's gravity minimally coupled to one (or many) real, Abelian, Proca field, stationary black holes (BHs) cannot have Proca hair. Dropping Bekenstein's assumption that matter inherits spacetime symmetries, we show this model admits asymptotically flat, stationary, axisymmetric, regular on and outside an event horizon BHs with Proca hair, for an even number of real (or an arbitrary number of complex) Proca fields. To establish it, we start by showing that a test, complex Proca field can form bound states, with real frequency, around Kerr BHs: stationary Proca clouds. These states exist at the threshold of superradiance. It was conjectured in [1,2], that the existence of such clouds at the linear level implies the existence of a new family of BH solutions at the non-linear level. We confirm this expectation and explicitly construct examples of such Kerr black holes with Proca hair (KBHsPH). For a single complex Proca field, these BHs form a countable number of families with three continuous parameters (ADM mass, ADM angular momentum and Noether charge). They branch off from the Kerr solutions that can support stationary Proca clouds and reduce to Proca stars [3] when the horizon size vanishes. We present the domain of existence of one family of KBHsPH, as well as its phase space in terms of ADM quantities. Some physical properties of the solutions are discussed; in particular, and in contrast with Kerr BHs with scalar hair, some spacetime regions can be counter-rotating with respect to the horizon. We further establish a no-Proca-hair theorem for static, spherically symmetric BHs but allowing the complex Proca field to have a harmonic time dependence, which shows BHs with Proca hair in this model require rotation and have no static limit. KBHsPH are also disconnected from Kerr-Newman BHs with a real, massless vector field. * herdeiro@ua.pt