A particle in four dimensions should behave like a classical black hole if the horizon radius is larger than the Compton wavelength or, equivalently, if its degeneracy (measured by entropy in units of the Planck scale) is large. For spherically symmetric black holes in 4 + d dimensions, both arguments again lead to a mass threshold M C and degeneracy scale M deg of the order of the fundamental scale of gravity M G. In the brane-world, deviations from the Schwarzschild metric induced by bulk effects alter the horizon radius and effective four-dimensional Euclidean action in such a way that M C ≃ M deg might be either larger or smaller than M G. This opens up the possibility that black holes exist with a mass sma...