Actually, there is something called Black Sherry, though the only producer I know of exports it solely to the states.
That wine, Tintilla de Rota, is produced by Lustau.
What I had in Melbourne, which is what I think you are asking about, is a dessert wine made from Black Muscat. It's thick and kind of like a PX Sherry. I remember buying some in Queen Victoria Market, though I haven't experienced any elsewhere that had the same viscosity.