The documentation of amsthm says:
A QED symbol, □, is automatically appended at the end of a proof environment. To substitute a different end-of-proof symbol, use \renewcommand
to redefine the command \qedsymbol
.
Thus, one might proceed as follows:
\renewcommand{\qedsymbol}{$\blacksquare$}
A mwe to play with:
\documentclass[a4paper,11pt]{article}
\usepackage{amsmath,amssymb,amsthm}
\renewcommand{\qedsymbol}{$\blacksquare$}
\begin{document}
\begin{proof}[Proof of the Main Theorem]
\begin{equation*}
G(t)=L\gamma!\,t^{-\gamma}+t^{-\delta}\eta(t) \qedhere
\end{equation*}
\end{proof}
\end{document}
If you're looking for beamer, it is quite the same: you have to re-define the template qed symbol
(almost similar to my previous answer in How to customise (e.g. make thicker) the end-proof symbol in Beamer?).
A mwe:
\documentclass{beamer}
\begin{document}
\begin{frame}
\setbeamertemplate{qed symbol}{$\blacksquare$}
\begin{proof}
\begin{itemize}
\item First item.
\item Second item.
\item Third item.
\end{itemize}
\end{proof}
\end{frame}
\end{document}
Notice that in this case the symbol will assume the colors of the Beamer color theme currently in use.
\renewcommand{\qedsymbol}{\rule{1ex}{1ex}}
put in the preamble, would it work?