We study galaxies that host both nuclear star clusters and active galactic nuclei (AGN) implying the presence of a massive black hole. We select a sample of 176 galaxies with previously detected nuclear star clusters that range from ellipticals to late-type spirals. We search for AGN in this sample using optical spectroscopy and archival radio and X-ray data. We find galaxies of all Hubble types and with a wide range of masses (10^9-11 solar masses) hosting both AGN and nuclear star clusters. From the optical spectra, we classify 10% of the galaxies as AGN and an additional 15% as composite, indicating a mix of AGN and star-formation spectra. The fraction of nucleated galaxies with AGN increases strongly as a function of galaxy and nuclear star cluster mass. For galaxies with both a NC and a black hole, we find that the masses of these two objects are quite similar. However, non-detections of black holes in Local Group nuclear star clusters show that not all clusters host black holes of similar masses. We discuss the implications of our results for the formation of nuclear star clusters and massive black holes.