Up to now, Einstein's general theory of relativity has passed all experimental tests. But yet we know that it is not a fundamental theory and that it is incompatible with quantum theory. While several extended and improved gravitational theories on classical and quantum level are nowadays available, it is a great challenge to find experimental setups to check their signatures.We discuss recent developments in direct observation of black holes comprising gravitational waves from black hole mergers, radio interferometry images of black hole shadows, and Hawking radiation of black holes in particle accelerators. These investigations cover the full black hole mass range from microscopic to stellar and supermassive black holes. We comment on the associated strong-field tests of Einstein's general theory of relativity and implications for quantum gravity.Special emphasis lies upon the physics of large extra dimensions and black hole evaporation, the existence of a minimal black hole mass, and the cross sections of higher-dimensional black holes. We complete this short review with the latest experimental constraints at the Large Hadron Collider."Theoretical physicists read in the book of nature -but experimentalists turn its pages."