I review the scientific potential of the Laser Interferometer Space Antenna (LISA), a space-borne gravitational wave (GW) observatory to be launched in the early 30s. Thanks to its sensitivity in the milli-Hz frequency range, LISA will reveal a variety of GW sources across the Universe, from our Solar neighbourhood potentially all the way back to the Big Bang, promising to be a game changer in our understanding of astrophysics, cosmology and fundamental physics. This review dives in the LISA Universe, with a specific focus on black hole science, including the formation and evolution of massive black holes in galaxy centres, the dynamics of dense nuclei and formation of extreme mass ratio inspirals, and the astrophysics of stellar-origin black hole binaries.