Explore the groundbreaking advancements in studying massive black holes and testing General Relativity with the GRAVITY near-IR beam combiner in this 35-minute APS Physics talk. Delve into the capabilities of this innovative instrument, which enables sensitive phase-referenced milliarcsec K-band imaging, polarimetry, and micro-arcsecond astrometry using the Very Large Telescope at the European Southern Observatory. Discover how GRAVITY has revolutionized research on the Galactic Center's massive black hole and active galactic nuclei. Learn about recent highlights and new findings in testing General Relativity near massive black holes, covering topics such as adaptive optics, GR redshift, infrared emission, and magnetic fields.