Because of "Dark Matter", and it's everywhere! Astronomers have found that supermassive black holes could live in the heart of galaxies and pull stars at incredible speeds, but it's not strong enough to hold all the stars in the gigantic galaxies together.
So, to your question of what does hold them together:
A Swiss astronomer named Fritz Zwicky wondered why galaxies stay together in groups; he concluded that there must be something going undetected and coined it to be "Dark Matter." To prove it scientists would build virtual galaxies using computers, simulating stars, gravity and so forth - astronomers were looking forward to such experiments yielding the integrated galaxy similar to our own. But, what they found was disintegration!
The gravity of the galaxy is not enough to hold it together, so scientists added virtual gravity from virtual dark matter to the simulation experiment, and it solved the problem: gravity from dark matter held galaxies together. So, we can say that "Dark Matter is The "Master Of The Universe".