The era of gravitational wave astronomy has arrived. We can now not just observe the universe, but listen to it with Gravitational Waves. When a compact object ventures too close a supermassive black hole, it is captured because of the emission of gravitational waves, to be eventually swallowed whole when it crosses the event horizon. When doing so, it radiates energy which can be thought of as a snapshot containing detailed information about spacetime and all the physical parameters of the system with ridiculous errors. The process represents a mapping of warped spacetime, a unique probe of gravity in the strong regime. Thanks to these captures, we are able to address fundamental questions: Do black holes exist, how do they win their colossal mass through their cosmic history, and what is the nature of their event horizon?