Because sometimes nature just likes to mess with you, here's CFBDSIR2149. It's an object in space — a relatively nearby object in space, as evidenced by the fact that this is an actual picture of it — and scientists are pretty sure that it's a planet. If they're right, then CFBDSIR2149 is also a "rogue planet", so called because it doesn't actually orbit a star. Seriously. It's just hanging out in space, doing its own thing.
Also, it's not the first time a rogue planet has been identified.
In fact, these things are probably not even particularly rare. A 2011 study published in the journal Nature estimated that rogue planets might even outnumber normal stars by 2-to-1 in the Milky Way Galaxy.
It's worth noting that rogue planets do not seem to be Earth-like. For instance, CFBDSIR2149 is roughly the size of Jupiter and, with an estimated surface temperature of 850 degrees Fahrenheit, it is not exactly a pleasant place for people. As for rogue planets come from: That's a mystery. One of the things that makes CFBDSIR2149 special, according to Phil Plait, is that it's actually close enough to us that we can collect some good data on the thing.
Read Phil Plait's description of CFBDSIR2149 at the Bad Astronomy Blog
Read about rogue planets in a Science News story from last year
Image: CFHT/P. Delorme