Extraterrestrial Pokémon are Pokémon who come so from Space or do not live on Earth's surface.
The Pokémon world is not the only place in its universe that Pokémon exist. There exist several Pokémon that originated somewhere through space and have migrated there, as well as those who reside in their own dimensions. Many of these Pokémon can breed with terrestrial Pokémon and evolve in the same ways. Poké Balls and items that work on terrestrial Pokémon work just as well on these. These Pokémon have apparently adapted to the place where they landed on Earth. There are also myths involving Pokémon originating outside of the Pokémon world because of their resemblance and relation to extraterrestrial bodies, and in some canons, there are characters who speculate non-earthly origins for all Pokémon.
The Pokémon known as Staryu and Starmie are often stated to be extraterrestrial Pokémon due to their star-shape and multi-colored core (two traits that are shared with other extraterrestrial Pokémon). Their cores send radio-waves to other planets in space. Staryu are also known to gather in large groups at sea, flashing their red cores to the sky, as if signaling morse code. They are known for their remarkable healing properties that allow them to regenerate quickly.
Mew is said to be the ancestor of all Pokémon. Due to this, and the number of extraterrestrial Pokémon that have been discovered, it is possible that Mew inhabit other areas of the universe, and it is equally possible that they originate from a world other than Earth. Mew have been shown to be capable of flying through the vacuum of space, as displayed in the original Pokémon Theme.
The Pokémon known as Cleffa, Clefairy, and Clefable are known to come to Earth with the use of meteors and spaceships that often crash-land into the Earth's surface. The Cleffa line is also known for their star-shape. They are also known to gather Moon Stone from their homes in crash-sites, often in large quantities. Clefairy are known to dance in circles on certain days (Mondays (Monday can be translated into Moon Day), full-moon nights, and meteor-shower nights). They are shown to have an intelligent mind as they are capable of creating spaceships, runways, and are able to signal others for takeoff.
Lunatone and Solrock
The Pokémon known as Lunatone and Solrock, despite obviously looking like a moon and sun, are said to come from space and use psychic powers to give themselves power from both lunar and solar rays. They are both known as the "Meteorite Pokémon" and are said to have been discovered in ancient crash-sites.
The Pokémon known as Rayquaza is stated to live in the ozone layer, which is close to space, but it occasionally comes down in times of crisis or disaster.
The Pokémon known as Deoxys is stated frequently in the PokéDex to have originally been a space-virus that had attached itself to a meteor from space. Laser beams are said to have greatly mutated the virus into the shape of Deoxys, giving it power and life. When exposed to different kinds of meteors, Deoxys can change its form into its Attack, Defense, or Speed forms. In Pokémon Omega Ruby and Alpha Sapphire, Deoxys is shown to be encased in a meteor, attacking the player once its meteor shield is broken.
The Pokémon known as Elgyem and Beheeyem are known to come from space. When crashed onto Earth, they are shown to have intelligence as they are capable of making or telling other to make them spaceships. Beheeyem are also known to pilot spaceships that are working. They were first discovered when crash-landing into desert. It is also based on Area 51 aliens.
The Pokémon known as Kyurem, according to old myths, fell from a meteor that crash-landed into the Giant Chasm. The tale tells of a monster from space that roamed towns, bringing cold winds and would eat people it had taken away.
The Pokémon known as Minior is often seen on meteor-shower nights, where thousands of them fall from the sky. Once they fall to the ground, they break out of their shells. Once they do this, they rise back up into the sky. If one if unable to rise in to the sky for a certain period of time, it will die.
Eternatus is a Legendary Pokémon of the Galar region. It crashed from a meteor 20,000 years ago and nearly destroyed the Galar region in an event known as the Darkest Day. Some parts of its body fell off and became Wishing Stars, which are responsible for the Dynamax phenomenon. Chairman Rose tried to revive this Pokémon, but was stopped by Victor/Gloria.
These Pokémon are similar to extraterrestrial Pokémon, in that they can create other dimensions or travel to them.
Upon Mega Evolving, Gengar is said to have the ability to sink into shadows and move throughout different dimensions in order to attack.
Unown have their own dimension in which many of them reside. In the anime and various movies, they are shown to spill out of portals and they can also be seen in plentiful amounts in ancient ruins such as the Ruins of Alph or the Solaceon Ruins.
Bronzong is said to create portals to other dimensions in order to summon rain. The Pokémon was said to be a good omen and gave great water top crops, but it unknown where it summons the portals.
Dusknoir is said to drag spirits to another dimension with its giant belly on its mouth. It is also said to communicate with spirits via the yellow antenna on its head. The Japanese name of the Reaper Cloth item, the item Dusclops evolves with, is named the Spirit World Cloth, suggesting that the cloth gives power to a spirit realm.
The Creation Trio
Each memeber of the creation trio (Dialga, Palkia, and Giratina), are said to have been given their own dimensions to control. Dialga and Palkia are in control of time and space while Giratina is in control of the Distortion World.
Thanks to the rings that Hoopa possesses, it is able to create portals with them. While in its Confined form, it uses them for playful acts, but while in its Unbound form, it can summon strong Pokémon from other dimensions.
All of the Ultra Beasts are shown to have a homeworld in which they reside. The homeworld acts as their own dimension and/or home where they reside with their species. This is also similar to the Cosmog evolutionary line members and Necrozma, as they are said to come from alternate dimensions and can travel through them.
Cosmog and its evolutions
Cosmog and its evolutions Cosmoem, Solgaleo, and Lunala are said to live in another world, although is also worth noting that Cosmog's Pokédex entry explicitly says that whether it actually comes from one is unclear. The Cosmog line is capable of opening portals to Ultra Space, however, which could suggest that the Cosmog line are in fact Ultra Beasts.
Necrozma originates from Ultra Space. It can open Ultra Wormholes and travel through them back and forth.