Today there is robust observational evidence of dark and compact objects in X-ray binary systems with a mass of 5-20 $M_\odot$ and in galactic nuclei with a mass of $10^5 - 10^9$ $M_\odot$. The conjecture is that all these objects are the Kerr black holes predicted by General Relativity, as they cannot be explained otherwise without introducing new physics. However, there are no directs observational evidences. In this talk, I discuss how the Kerr black hole hypothesis can be tested with present and future X-ray data and the current constraints on the nature of this objects.