Pella Windows and Door makes beautiful black wood windows. See below and best of luck!

Black windows do not belong in a restricted budget. They are a premium choice if you want something with durability.

You can find black exteriors from almost any manufacturer. You’re right about vinyl. That’s going to be paint. The most budget friendly non-vinyl quality window is going to come from Marvin Integrity. You can get either all fiberglass (All Ultrex) that’s available with a black or white interior; or you can get fiberglass/wood (Wood/Ultrex) that’s available with a white or clear pine interior. The All Ultrex will have some cost savings over the Wood/Ultrex.

https://www.weathershield.com/

There is absolutely nothing worng with vinyl as long as you make a step up from the buidler grade/home center's. Look at Okna, Soft-lite, etc for a quality vinyl window. Or if a wood or wood/clad window is what you are looking for as previously mentioned you can look at the Wood/Ultrex Integrity by Marvin or Marvin Ulitmates, or Kolbe Sterling in a wood/extruded aluminum clad. Those are bith very good quality wood window. The previously mentioned brands you will find very few windows pros who would be proponents of those brands.

Take a look at a project with Kolbe's Forgent Series windows in Midnight Black: https://www.kolbewindows.com/gallery/a-breath-of-fresh-air 

Then, learn more about the Forgent Series: https://www.kolbewindows.com/product-lines#ForgentSeries