How can I center an image in Bootstrap?

Image by default is displayed as inline-block, you need to display it as block in order to center it with .mx-auto. This can be done with built-in .d-block:

<div class="container">
    <div class="row">
        <div class="col-4">
            <img class="mx-auto d-block" src="...">  
        </div>
    </div>
</div>

Or leave it as inline-block and wrapped it in a div with .text-center:

<div class="container">
    <div class="row">
        <div class="col-4">
          <div class="text-center">
            <img src="..."> 
          </div>     
        </div>
    </div>
</div>

I made a fiddle showing both ways. They are documented here as well.