A Black Forest ham is a ham like any other (i.e., same cut of meat); the difference is in the flavor due to the flavoring ingredients and preparation. I could type out all the details, but everything you need to know is already clearly spelled out Ask's enhanced version of the Black Forest ham Wikipedia page here: http://www.ask.com/wiki/Black_Forest_ham
Black Forest Ham is smoked Ham from the Black Forest region of Germany. In the EU, if a ham is sold as Black Forest, it MUST be from that region. However, in the US, Black Forest Ham doesn't necessarily come from the German region, it may be a "copy" where the producers just use the same method of smoking. Tony G's link is a great one. Check it out!