Are there ways other than the collapse of a star which have been observed to form black holes?

There are currently three classifications of black hole and these are stellar, super massive and miniature.

Stellar

Stellar black holes are formed by a massive star collapsing and its mass being great enough to form a black hole of moderate size

Super-massive

These black holes can have the mass equivalent of a billion suns, these most likely exist at the centre of galaxies and are probably as old as time itself.

Miniature

Miniature black holes are theoretical and are thought to have been created at the early stages of the universe. these require masses less than that of our sun and are thus very unlikely.

Other

"But Rhys" I hear you cry, "these are all from stars you fool!"

And yes, yes they are, this is because black holes are formed from mass, and lots of mass (except miniatures), coincidentally large amounts of mass tends to gravitate towards each other and form stars long before it forms black holes.

Therefore theoretically, a black hole does not even need stars, it just needs lots and lots of mass, but having that much mass without forming a star is no easy task.

Short answer, you can make a black hole from anything as long as it has enough mass, but good luck stopping this from forming a star beforehand!