At the galactic center, there is an object called Sagittarius A* which seems to be a black hole with 4 million solar masses. In 1998, a wise instructor at Rutgers made me make a presentation of this paper
by Narayan et al. that presented a successful 2-temperature plasma model for the region surrounding the object. The paper has over 300 citations today. The convincing agreement of the model with the X-ray observations is a strong piece of evidence that Sgr A* is a black hole with an event horizon.
In particular, even if you neglect the predictions for the X-rays, the object has an enormously low luminosity for its tremendously high accretion rate. The advecting energy is pretty "visibly" disappearing from sight. If the object had a surface, the surface would heat up and emit a thermal radiation - at a radiative efficiency of 10 percent or so which is pretty canonical.
Of course, you may be dissatisfied by their observation of the event horizon as a "deficit of something". You may prefer an "excess". However, the very point of the black hole is that it eats a lot but gives up very little, so it's sensible to expect that the observations of black holes will be via deficits. ;-)