General Relativity (GR) was created in November 1915, and since its creation this theory has undergone many tests. The first realistic cosmological models were proposed in the works of Friedmann, written in the 1920s. For a long time, Friedmann’s cosmological works were actually banned in the Soviet Union due to philosophical reasons, since the models where the birth and evolution of the Universe occurs were considered ideologically unacceptable. Due to great achievements in relativity and cosmology and due to increasing interest in these branches of science in the last decades, we recall the development of relativistic astrophysics and contribution of Russian researchers to these studies. Since one of the world leaders in physical cosmology A. A. Friedmann passed away in September 1925, it is reasonable to outline the main achievements of physical cosmology over the past 100 years. We also discuss observational and theoretical achievements in confirmations of relativistic observational predictions for black holes, including the closest supermassive black hole in our Galactic Center. We outline the evolution of black hole shadow from the purely theoretical concept to observable quantities for supermassive black holes in Sgr A* and M87*.