Here is what I found:
http://faq.gardenweb.com/faq/lists/roses/1998064213019692.html:
Is there a black rose?
No true black roses exist. Rose sold as black ones are really a dark maroon. These roses tend to get their petals badly scorched by the sun.
http://www.mainerosesociety.com/faqs/May732003.html:
Hi! I am trying to find a place that sell's black roses and was woundering if you can help.
5/8/03
Hello,
The search for a black rose is similar to the search for a blue rose - neither exists but everyone keeps wishing. There are some dark red roses that begin to approach a black color. One of the darkest is a minature called Black Jade. A search of photographs in nursery catalogs will find other dark red roses that have been favored at different times.
Jerry Cinnamon
MRS Member
http://www.heirloomroses.com/express/roseinfo/article-colorandfragrance.htm:
Many look forward to blue or black roses. The pigment for the color blue does not exist in roses, and the scientists say there will never be a blue rose bred naturally. However, in Australia, through genetic engineering - they are taking the blue pigment from a different flower species and trying to implant that in a rose.
As for black, there are dark red roses today that are very close to black, especially in the bud and in cool weather. The problem with this color is that a black rose would burn under a hot sun as would a person who wears a black shirt.