I know of no cars that have black boxes per se, but all modern vehicles
have computers with diagnostic capabilities which require them to retain
diagnostic information such as what type of irregularity the computer saw.
By law, engine computers in all vehicles 1996 and newer are required to
save certain diagnostic data anytime an engine diagnostic code is set (and
the check engine lamp illuminated). Among other things, this data includes
coolant temperature, load, vehicle speed, and some other things intended to
give technicians better success at diagnosing intermittent problems seen by
the computer. Many manufacturers supplement this information with more
information they feel will be helpful to the technician in diagnosing the
vehicle. If you bring your vehicle to me and the check engine lamp came
on while you were driving 105 MPH, I would be able to find that out and
might ask you why you were driving so fast, but in reality, this
information is not important to technicians unless it helps them determine
what was going wrong.
Every manufacturer I know of records a significant amount of data in the
computer during an air bag deployment. This is to help them protect
themselves from lawsuits. And, it's entirely possible that the computers
are storing things I can't access but that the factory can. They don't
need to make everything accessible to the technician.