"Data from NASA’s Galaxy Evolution Explorer (GALEX) and the Hubble Space Telescope has confirmed the presence of a pair of supermassive black holes orbiting each other so closely that they're moving at relativistic speeds—a significant fraction of the speed of light.The supermassive black holes (millions of solar masses) tend to orbit each other at a distance of a few parsecs (1 parsec = 3.26 light years). Orbits are pretty stable things - the Earth has been orbiting the sun for quite a while - so to get really close (for example, so close that both black holes would fit inside the dimensions of the solar system) they have to lose energy somehow. But how do you slow down supermassive black holes? This is the Final Parsec Problem.
Supermassive black holes are expected to come in pairs pretty often. That’s because every galaxy has its own supermassive black hole, and galaxies often merge, bringing the two together. These mergers are very slow processes that distort both galaxies until their stars settle into new orbits (a process known as "violent relaxation"). While this is happening, extremely heavy objects, such as supermassive black holes, will tend to move in toward the center of the new galaxy. The new galaxy would end up with two supermassive black holes, one from each original galaxy, orbiting each other at its core."
The binary black holes in the article have:
"an inferred distance between them somewhere between .007 and .017 parsecs, which is not much bigger than the diameter of the Solar System. That’s astoundingly close for two objects of this size .... To maintain their orbit, the black holes have to be whipping around at relativistic speeds."The black holes in question will coalesce in perhaps one million years in a massive burst of gravitational radiation. Strictly speaking this has already happened as the system is 3.5 billion light years away - in fact it occurred at the origins of life on Earth!
Here's a Caltech/Cornell computer simulation:
And for further reading, here's the Wikipedia article on binary black holes.