The Collapse of Everything

Went to a planetarium show on black holes recently in which we learned that super-large and massive stars collapse and become stellar black holes. At the end of the show, there was a light-show representing the possibility of going through a stellar black hole at just the correct angle and  emerging from it in another universe,  another place and another when.

At the center of our galaxy is a super massive black hole. It was never stated at the show what might have collapsed to form this super massive black hole, only that it is there. It appears there is such a black hole at the center of our galaxy, and every galaxy.

I am left with a few questions:

What has collapsed to produce these super massive black holes? What is it about galaxy formation and on going galactic processes that requires them?