There is one model in cosmology called the "holographic universe" which assumes we are living inside a black hole. And that is technically correct as when you sum up the known mass of the universe and calculate the Schwarzschild radius it comes out slightly bigger than the observable universe.
This might be easy to get mixed up with the Holographic principle, which is much less fringe depending on whether there is a strong or a weak holographic principle. This is regarding the information in a black hole being encoded on the surface of the horizon. The strong holographic principle would hold that the dimensions we're familiar with are similarly encoded on a horizon, which IIRC is different from "living inside a black hole" (but not by much).