I've never seen black food colouring either, but it must exist! If you need only a little why not try one of those 'icing writing' sets. Among the red and yellow there's always a black tube as well. You could always try phoning the manufacturer whose details you'll find on the packaging. You never know, they might tell you what they use. Please let us know if you find out!
There is a black food dye available these days in paste form. You may get it in supermarkets - bakeries also are potential stockists - and then you just mix a small amount into the icing - excellent for halloween bats, spiders and vampires.