From what I know, black holes are made of everything that has fallen in since its formation. This matter is condensed at an infinitely small point called the singularity, which is literally the black hole itself. When you see a picture of a black hole, you see a black sphere. This is because the singularity is so dense, there is a point beyond which light cannot escape. This boundary is called the event horizon. The black sphere is the area within the event horizon. Since no light is coming from there, it appears black. Within the event horizon, spacetime curvature is infinite. So the "space" within the event horizon is literally made of nothing, possibly not even space-time.