Black soul gems were a big deal back in Oblivion, but they're relatively commonplace 200 years later in The Elder Scrolls 5: Skyrim. These gems can appear in random loot, especially in mage strongholds, and a few merchants will sell them as ordinary goods. It's always worth collecting them because black soul gems are the only type that can trap humanoid souls, and humanoid souls are among the most powerful players can find.