Pokemon can come from a variety of places. Some are plants, some are undead spirits, and many are based on real-life animals. But, there are actually a few that are technically aliens. Ultra Beasts come to mind first, but they're actually from another dimension, rather than regular outer space.
However, there are some Pokemon that do actually come from space — or are at least rumored to hail from the cosmos, in some capacity. These potential extra-terrestrial beings have otherworldly designs or Pokedex entries that discuss their alien origins.
Updated December 20th, 2020 by Lee Juckiewicz: The Pokemon Company is partnering with the International Space Station and the KIBO Space Broadcasting Organization to bring fans "The Space Sunrise Live 2021" event at the end of the year! Although we don't yet have many details, the site tells us that "real-time earth images received from the ISS and Pokemon [will] collaborate," which makes sense with how many space-based creatures exist in the Pokemon universe. Here are some examples of these alien Pokemon, and some that are said to come from space (without confirmation).
15 Palkia
Popularly referred to as "the creation trio," Dialga, Giratina and Palkia have control over dimensions outside of the first and second. While you could make an argument that all three of them are extraterrestrial, Palkia in particular has control over space.
It's a little bit of a stretch, but a space-y dimension outside of the normal Pokemon world certainly seems very alien to us. At the very least, it isn't from Earth (as your typical trainer knows it).
14 Arceus
Arceus is the closest thing that the Pokemon world has to a God, which already puts a bit of a strain on imaging that it came from Earth. After all, most people don't build a car while they're sitting in it; Arceus was probably creating the planet from up on high.
In the games, Arceus lives in its own dimension known as the Hall of Origin, which can be reached by playing the Azure Flute at a particular place in Sinnoh. It also created Dialga, Palkia and Giratina, who may also be from space.
13 Sableye (Maybe)
Sableye has been rumored to be heavily inspired by the Kelly-Hopkinsville encounter in Kentucky in 1955, due to its resemblance to the small aliens described by the witnesses. Despite being an American event, the "Hopkinsville goblins" are famous in Japan where they have featured in many different video games.
Its dark/ghost typing also matches the encounter, as the aliens were nigh-invulnerable to bullets. If Sableye is inspired by "real life" aliens, there's a good chance that its also an alien in the franchise. This is backed up by its appearance in the Spatial Rift caused by Palkia in the Pokemon Mystery Dungeon games.
12 Unown
The relationship that Unown — thought to be the origin of language in the Pokemon world — has with dimensional movement is a complicated one at best, but they do originate from their own dimension (perhaps, in space?) and can transport others there, too.
There are also Unown in Professor Oak's computer in the film Spell of the Unown: Entei that don't resemble other letters seen in the Pokemon world, you have to wonder where they've travelled. And with its name in different languages being derivative of 'unknown' (English/Japanese), 'bizarre' (French) and 'incognito' (German), there's clearly a lot we don't know about them.
11 Kyurem
According to legend, a large meteor fell from above the earth, and it contained Kyurem. The people of Lacunosa Town would go on to build a wall to keep Kyurem out because they said it was eating the residents. The Giant Chasm in which it lives was said to be the impact crater of its meteor.
In Black 2 and White 2, it's confirmed that Kyurem is actually what was left when Zekrom and Reshiram were formed by the splitting of the dragon. However, it's still possible that the original dragon is extraterrestrial.
10 Minior & Rayquaza (Kind of)
While Rayquaza's starring role in the Delta Episode shows it can survive in space, and its frequent depiction flying above the earth makes people think that it is from space, it's actually not. Rayquaza actually inhabits the ozone layer, meaning it lives very close to outer space, but it doesn't technically.
Minior is also a Pokemon that many associate with space, both because of its meteorite design and that it can fall to earth. But, like Rayquaza, it actually comes from the ozone layer, where it forms.
9 Staryu & Starmie
Many residents of the Pokemon world firmly believe that Staryu and Starmie are originally from outer space. Their star shape definitely lends to this theory, as well.
Staryu gather at night and flash their red cores at the stars. Starmie has been found to emit radio signals from their core at night, seemingly communicating with something out there. Their amazing regenerative abilities also lend to the theory that they are something beyond the planet. Plus, their red gem matches that of Deoxys' chest gem — a confirmed extraterrestrial Pokemon.
8 Magnezone
You might think that Magnezone resembles a typical UFO, and if you do, you'd be in agreement with many people in the Pokemon world. Many people believe that Magnezone originated in space. However, it actually does not, and instead the powerful electric type evolves from Magneton when exposed to a powerful magnetic field.
However, many still believe they are witnessing a UFO event as Magnezone flies through the sky. In addition to this, it emits signals to an unknown receiver. Perhaps it is sending them to something otherworldly.
7 Lunatone & Solrock
Discovered near a meteorite strike for the first time, Solrock and Lunatone are both called the "Meteorite Pokemon." They resemble the sun and moon, obviously, and actually draw their power from the respective planetary bodies.
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Whether they came from the sun or moon is unclear, and their actual origin before landing on earth is unknown. Maybe they are actually meteorites, and their shapes are just a coincidence. They stand to be one of the newest Pokemon discovered, as they fell to earth with the meteorite crash only a few decades prior to some of the games.
6 Cleffa
Cleffa, which are shaped like stars, are a baby Pokemon species introduced in Generation II. They'll evolve into Clefairy and, eventually, Clefable. All three of these Pokemon are very strongly associated with the moon, dancing in a ring on the nights of full moons and when meteor showers take place.
Their evolution via Moon Stone is indicative of their lunar origin, implying that other Pokemon might be extraterrestrial in nature as well if they evolve with the same evolutionary item. When a meteorite lands, Cleffa are usually found nearby.
5 Jigglypuff (Maybe)
Since Clefairy is allegedly from space, many believe Jigglypuff is as well. There are a few reasons for this. The two have similar designs, are often associated as a pair, and both evolve with a Moon Stone. Plus, Jigglypuff is also often found near meteorite impact spots. In the anime, a Jigglypuff gave signals on a device meant to find aliens, and more specifically, Clefairy.
There is less strong evidence to associate Jigglypuff with Clefairy, but with so many similarities, it's completely within the realm of possibility.
4 Eternatus
The main plot of the Sword and Shield games revolves around the Darkest Day that causes a ton of Pokemon to Dynamax at random. The Darkest Day was caused by Eternatus attempting to absorb energy from the Galar region. Chairman Rose is trying to do this again to replenish the Dynamax energy again.
The event took place a few thousand years prior when Eternatus crashed to earth from a meteor. Pieces of its body fell off and became the Wishing Stars. These will allow a Pokemon to Dynamax.
3 Elgyem & Beeheyem
They look like aliens, they sound like aliens, and they act like aliens — but that's because they are aliens. Elgyem and its evolution, Beeheyem, are both said to have come from space. It's unclear why they appeared, but they are allegedly linked to a UFO crash site 50 years before Black and White take place.
They are able to rewrite the memories of Pokemon and people, and are seemingly based on alien conspiracy theories from real life. The Pokedex also says that TVs will show weird images if Elgyem stands near them.
2 Deoxys
This Mythical Pokemon is arguably the face of alien Pokemon. Deoxys is widely-understood to be from outer space. It's actually a space virus that mutated and became a Pokemon, strangely enough. It was said to have been exposed to a laser beam. The red crystal on its chest is apparently its brain, which lends credence to Staryu and Starmie's extraterrestrial origins as well.
The player can see evidence of its origin in outer space in the Delta Episode of Omega Ruby and Alpha Sapphire when they battle it in the vacuum of space on top of Rayquaza.
1 Mew (Maybe)
Despite its — obvious — status of being "just baby" and it's cute, gooey appearance, Mew is actually thought to be the ancestor of all Pokemon. Although it doesn't explicitly state at any point that they come from outer space, given there's so many extraterrestrial Pokemon in seems reasonable to wonder if Mew originated on Earth.
After all, in the opening credits of the original tv show theme, Mew is seen flying through space without any trouble. Which begs an interesting question: if the progenitor of Pokemon life is an alien... are all Pokemon aliens?