  We present a general procedure for constructing exact black hole solutions
with electric or magnetic charges in General Relativity coupled to a nonlinear
electrodynamics. We obtain a variety of two-parameter family spherically
symmetric black hole solutions. In particular, the singularity at the central
of the space-time can be cancelled in the parameters space and the black hole
solutions become regular everywhere in the space-time. We study the global
properties of the solutions and derive the first law of thermodynamics. We also
generalize the procedure to include a cosmological constant and construct
regular black hole solutions that are asymptotic to anti-de Sitter space-time.
