Here we're talking about red peppers, not black pepper. Red peppers, which are green before they ripen, are native to the Americas. Black pepper, of salt-and-pepper fame, is completely unrelated, and native to tropical Asia. Red peppers belong to the Nightshade Family. Some red peppers turn black upon drying, but, technically, they're still red peppers.
In most Mexican mercados it's possible to buy fresh peppers, especially the sweet mangos and hot jalapeños Northerners know about, but most pepper sales are of the dried kind. Walking through the dried-pepper zone makes the eyes water and the nose tingle.
It's amazing how many degrees of hotness -- from not hot at all to mind-bogglingly fiery. It happens that pepper hotness can be measured by the "Scofield Scale." At the right you can see how some common peppers stack up according to their Scofield units.
Moreover, the different peppers have different tastes. If you can maneuver around the hot ones, you can discover a whole universe on new tastes in the not-too-hot varieties. Buy a selection of the larger, sweeter dried peppers, rehydrate them overnight, and taste them. Wonderful!
In the photo at the left you see the very hot but truly richly flavored chili pequín. In sauces, soups and such they add a delicious smoky, nutty, citrus flavor.