The correct answer is option 3 - Calcutta. The so-called `Black Hole Tragedy` took place in Calcutta. The Black Hole Tragedy refers to an event that occurred on the night of June 20, 1756, when British prisoners were held captive by the then Nawab of Bengal, Siraj-ud-Daulah. The prisoners were confined in a small prison cell called the Black Hole, located in the old Fort William in Calcutta. The cell was overcrowded, and around 146 prisoners were crammed into a space originally meant for only a few. The lack of ventilation and extreme heat in the cell resulted in the death of many of the prisoners due to suffocation and heat exhaustion. This incident played a significant role in shaping British colonial policy in India.