To ask a question about a black hole in quantum gravity, one must restrict initial or boundary data to ensure that a black hole is actually present. For two-dimensional dilaton gravity, and probably a much wider class of theories as well, the imposition of a "stretched horizon" constraint alters the algebra of symmetries at the horizon, introducing a central term. Standard conformal field theory techniques can then then be used to obtain the asymptotic density of states, reproducing the Bekenstein-Hawking entropy. The microscopic states responsible for black hole entropy can thus be viewed as "would-be pure gauge" states that become physical because the symmetry is altered by the requirement that a horizon exist.