Researchers at the National Institutes of Health discovered the gene mutations associated with a black coat in three types of black cats: the domestic cat, jaguar and South American jaguarundi. [...]
Stephen O'Brien, who has been studying feline genetics for 25 years, said the mutations affect a gene in the same family as one that causes a resistance to HIV in humans. [..]
"There is a mutation in humans that knocks this gene out and causes complete resistance to HIV," O'Brien said. "So it may be that these cats have a high frequency of black because they (achieved) some sort of resistance by blocking some infectious agent."
So, black cats, jaguars etc felines seem to resist more to a lot of diseases ... So, at least the black fur brings luck to themselves

Article in Wired, here
The old black cat myth then.. mine bring me just good luck (even without that research)
