Goldreich-Krawczyk (Siam J of Comp'96) showed that only languages in BPP have constant-round public-coin black-box zero-know-ledge protocols. We extend their lower bound to "fully black-box" private-coin protocols based on one-way functions. More precisely, we show that only languages in BPP Sam -where Sam is a "collision-finding" oracle in analogy with Simon (Eurocrypt'98) and Haitner et. al (FOCS'07)-can have constant-round fully black-box zero-knowledge proofs; the same holds for constant-round fully black-box zero-knowledge arguments with sublinear verifier communication complexity. We also establish near-linear lower bounds on the round complexity of fully black-box concurrent zero-knowledge proofs (or arguments with sublinear verifier communication) for languages outside BPPSam. The technique used to establish these results is a transformation from private-coin protocols into Sam-relativized public-coin protocols; for the case of fully black-box protocols based on one-way functions, this transformation preserves zero knowledge, round complexity and communication complexity.