Massive black hole merger excite strong gravitational waves that travel throughout the Universe. Currently, about two events per week are being detected. Next to the associated amazing physics of merging black holes and gravitational waves, the question emerges: which astrophysical processes can lead to merging black holes, and which messages are encoded in the five fundamental properties measured in these events (the two masses, spins, and the distance)? An attempt to answer this leads to the physics of stars, supernovae and gamma-ray bursts, star clusters, and high redshift galaxies.