We suggest that the ultraluminous X-ray sources located in external galaxies (ULXs) are supercritical accretion disks like that in SS433, observed close to the disk axis. We estimate parameters of the SS433 funnel, where the relativistic jets are formed. Emergent X-ray spectrum in the proposed model of the multicolor funnel (MCF) is calculated. The spectrum can be compared with those of ULXs. We predict a complex absorption-line spectrum with broad and shallow K$\alpha$/Kc blends of the most abundant heavy elements and particular temporal variability. Another critical idea comes from observations of nebulae around the ULXs. We present results of 3D-spectroscopy of nebulae of two ULXs located in Holmberg II and NGC6946. In both cases the nebula is found to be powered by the central black hole. The nebulae are compared with SS433 nebula (W50).