Dark stars are a recurring theme in the Carcosa Mythos. First mentioned in The Repairer of Reputations as 'black stars' that people will bow to when the Son of Hastur comes. In The Curse of the King, they are stated to be beyond Aldebaran.
The term 'dark star' was an old term for a black hole (in use in the 19th century, possibly dating back to the first speculation about such things in the 18th century).
All-consuming Dark Stars are mentioned in (and inspired the title of) Dark Stars & Steam.