[astro123]

We have!

A constraint on dark matter is that it needs to be around at very early times. Before the time of the CMB (400 000 years after the Big Bang). If there wasn't dark matter at this time, the under/overdensities of baryons alone are not large enough to produce the large scale structure (galaxy groups/clusters) that we see today.

What this means is that black holes, formed in the conventional process (stars dying), cannot be dark matter. The first stars only formed much later. However, primordial black holes (formed at very early times, before the CMB) were still a possibility.

This possibility has mostly been ruled out though. The main way we have done that is through microlensing. If there were lots of reasonably sized black holes floating around, they would magnify background stars as the passed in front of them. It's a pretty cool effect. Here's a nature paper from a couple of years ago that investigated it [1]. The abstract is very readable and figure 5 shows how people have been slowly ruling out black holes as a major component of DM.

[1] https://arxiv.org/pdf/1701.02151.pdf