Massive galaxies in the local universe offer a unique perspective on galaxy evolution, having the oldest stellar populations, the most massive black holes, and the longest history of major and minor merger events. I will describe the ongoing MASSIVE Survey, a volume-limited, multi-wavelength, spectroscopic and photometric survey of the structure and dynamics of the 100 most massive early-type galaxies within 100 Mpc. A combination of integral-field spectroscopy on sub-arcsecond and large scales enables us to perform simultaneous dynamical mass modeling of the supermassive black holes, stars, and dark matter. I will also highlight properties of other mass components — cold, warm, and hot gas — from our multi-wavelength datasets and discuss the implications of our black hole findings for the Event Horizon Telescope and Pulsar Timing Array searches for gravitational waves.