© 2016. The American Astronomical Society. All rights reserved. The collapse of a stellar core is expected to produce gravitational waves (GWs), neutrinos, and in most cases a luminous supernova. Sometimes, however, the optical event could be significantly less luminous than a supernova and a direct collapse to a black hole, where the star just disappears, is possible. The GW event GW150914 was detected by the LIGO Virgo Collaboration via a burst analysis that gave localization contours enclosing the Large Magellanic Cloud (LMC). Shortly thereafter, we used DECam to observe 102 deg2of the localization area, including 38 deg2on the LMC for a missing supergiant search. We construct a complete catalog of LMC luminous red supergiants, the best candidates to undergo invisible core collapse, and collected catalogs of other candidates: less luminous red supergiants, yellow supergiants, blue supergiants, luminous blue variable stars, and Wolf-Rayet stars. Of the objects in the imaging region, all are recovered in the images. The timescale for stellar disappearance is set by the free-fall time, which is a function of the stellar radius. Our observations at 4 and 13 days after the event result in a search sensitive to objects of up to about 200 solar radii. We conclude that it is unlikely that GW150914 was caused by the core collapse of a relatively compact supergiant in the LMC, consistent with the LIGO Collaboration analyses of the gravitational waveform as best interpreted as a high mass binary black hole merger. We discuss how to generalize this search for future very nearby core-collapse candidates.