You beat me to it.
Black lightsabers have also appeared in The Force Unleashed. I even remember hearing about an EU story that covered the mysterious Dark Jedi Yoda encountered on Dagobah (mentioned briefly in the Thrawn Trilogy, the one who's death created the Dark Side cave) who wielded a black-bladed lightsaber. But, since I have never seen any corroborating evidence for even the existence of this story, I do not cite it as canon.
Still, they exist in Star Wars, and claims to the contrary are simply misinformed.