Osmium is the most dense metal! Many people are familiar with lead (11.3 kg/L), but osmium is twice as dense (22.6 kg/L)! Each liter (about 1/4 gallon) of osmium weighs 22.6 kg (50 lbs). For comparison, each liter of water weighs only 1 kg (~2.2 lbs). Some other heavy metals include tungsten and gold (19.3 kg/L), which are almost as dense as osmium.

There are a lot of numbers, but sometimes it's tough to make sense out of these. A small car (Honda Accord) weighs 3400 lbs without any gas or people inside. The same weight would be only 2 cubic feet of osmium. That's about the same space in a paper grocery bag. So, if you had a piece of osmium about the size of a paper grocery bag, it would weigh as much as a new car.

I assume by "heaviest," you mean "densest;" in that case, the densest chemical element is osmium (which is a metal). Osmium has a density of around 22 grams per cubic centimeter, about twice the density of lead!

The heaviest naturally occurring element is plutonium measured by the mass of the element.

However, if you go by a practical metric, like the weight of a brick of a material you might think otherwise. Osmium and iridium are very dense materials ~22.6 g/cm³ -- about 20 times heavier than the same volume of water and about 10% more dense than plutonium. They would seem to be heavier, but the atoms are actually lighter.

More are always being discovered or manufactured. The heaviest element commonly found in nature is uranium, although plutonium is heavier.

That said, white dwarf stars are composed of electron degenerate matter - matter compressed so much (by gravity) that the electrons can't bond to the electron shells of the atoms, and the chemical and physical properties of such a material are essentially those of a metal. These objects can have the mass of a star compressed into a volume that of a planet like the Earth, which is thousands of times denser than anything we're actually familiar with here on Earth. Of course, the elements composing white dwarf stars are things like carbon, oxygen, and other things that aren't normally metals at all at Earth-like conditions!

I believe the heaviest naturally occurring metal in terms of atomic weight is plutonium. However, osmium is the densest metal followed by a closed second place with iridium. Here is the wikipedia page on osmium that you might find interesting.