Rogue Planet

Back in 1998, astronomer David J. Stevenson of Caltech theorized that there are planets that roam the vast expanses of cold interstellar space. (The technical term here is actually "planetary-mass objects", since "planet" has strict definition by the International Astronomical Union - just ask Pluto - but for laymen, planets will do.) Such planets do not revolve around any star.
Astronomers using the Canada-France-Hawaii Telescope in Hawaii and the Very Large Telescope in Chile have spotted one such rogue planet, giving credence to the hypothesis that rogue planets may be common:

"This object was discovered during a scan that covered the equivalent of 1,000 times the [area] of the full moon," said study co-author Etienne Artigau of the University of Montreal. [...]
The team believe it has a temperature of about 400C and a mass between four and seven times that of Jupiter - well short of the mass limit that would make it a likely brown dwarf.
What remains unclear is just how the planet came to be - the tiny beginnings of a star, or planet launched from its home? Study co-author Philippe Delorme of the Institute of Planetology and Astrophysics of Grenoble, said that the latter implied a great many planets like it.
"If this little object is a planet that has been ejected from its native system, it conjures up the striking image of orphaned worlds, drifting in the emptiness of space," he said.

More