  We show that there exist steady states of the massless Einstein-Vlasov system
which surround a Schwarzschild black hole. The steady states are (thick) shells
with finite mass and compact support. Furthermore we prove that an arbitrary
number of shells, necessarily well separated, can surround the black hole. To
our knowledge this is the first result of static self-gravitating solutions to
any massless Einstein-matter system which surround a black hole. We also
include a numerical investigation about the properties of the shells.
