This review outlines the observations that now provide an overwhelming scientific case that the center of our Milky Way Galaxy harbors a supermassive black hole. Observations at infrared wavelength trace stars that orbit about a common focal position and require a central mass (M) of 4*106 \Msun within a radius of 100 AU. Orbital speeds have been observed to exceed 5,000 km/sec . At the focal position there is an extremely compact radio source (\SgrA), whose apparent size is near the Schwarzschild radius (2GM/c2). This radio source is motionless at the 1 km/sec level at the dynamical center of the Galaxy. The mass density required by these observations is now approaching the ultimate limit of a supermassive black hole within the last stable orbit for matter near the event horizon.
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