The Isaac Newton Group of Telescopes recently reported on its discovery of more than 70 new planets without a parent star:
Using observations and archival data from several telescopes around the world and in orbit, including the Isaac Newton Telescope (INT), astronomers have discovered at least 70 new free-floating planets (FFPs) — planets that wander through space without a parent star to orbit — in the Upper Scorpius OB stellar association, which is the nearest region of star formation to our Sun. This is the largest sample of such planets found in a single group and it nearly doubles the number known over the entire sky.

The origin of these rogue planets is still a big question. The article states:
The nature and origin of FFPs remains unknown: do they form like stars through the gravitational collapse of small clouds of gas? Or do they form like planets around stars and are then dynamically ejected or stripped off? The number of FFPs discovered in the Upper Scorpius association exceeds the number of FFPs expected if they only form like stars from the collapse of a small molecular cloud, indicating that other mechanisms must be at play.
Astronomers believe there are billions of these rogue planets lurking around our galaxy. And we worry about a stray asteroid.