What is meant by the event horizon? It's the distance at which anything moving slower than c, the speed of light, will not escape the object's gravitational field. In other words, the object has an escape velocity, v_e, that is greater than c. And v_e depends on the mass and radius of the object. If you have enough mass contained within a small enough radius, then v_e > c. That's why they're called "black" holes, because light cannot reflect off them and come back to our sensors (eye, telescope, etc.) But the only event that can bring that much mass within that small a radius is a (massive) collapsing star. Once the nuclear fuel burns out, there is no more outward force, and the star's massive gravitational field starts pulling everything inward. If the mass is high enough, protons and electrons are smashed together to form neutrons, a supernova occurs, and you have a neutron star left (itself, extremely dense, but still no event horizon - light can still escape from even something as dense as a neutron star. There just isn't enough mass within a small enough space to make the escape velocity high enough.) But if the star's original mass is large enough, even the "quantum degeneracy pressure" of the neutrons isn't enough to keep all that mass at a certain distance. The star continues to collapse. So we end up with a huge amount of mass in a very tiny space --> enormous gravitational field --> so big that c < v_e --> light cannot escape --> black hole.