  The small subset of hyper-luminous X-ray sources with luminosities in excess
of ~1E41 erg/s are hard to explain without the presence of an intermediate mass
black hole, as significantly super-Eddington accretion and/or very small
beaming angles are required. The recent discovery of HLX-1, the most luminous
object in this class with a record breaking luminosity of ~1E42 erg/s in the
galaxy ESO 243-49, therefore currently provides some of the strongest evidence
for the existence of intermediate mass black holes. HLX-1 is almost an order of
magnitude brighter than the other hyper-luminous sources, and appears to
exhibit X-ray spectral and flux variability similar to Galactic stellar mass
black hole X-ray binaries. In this paper we review the current state of
knowledge on this intriguing source and outline the results of multi-wavelength
studies from radio to ultra-violet wavelengths, including imaging and
spectroscopy of the recently identified optical counterpart obtained with the
Very Large Telescope. These results continue to support an intermediate mass
black hole in excess of 500 Msun
