According to a study published in the International Journal of Astrobiology, aliens could use rogue planets—wandering worlds that have either been knocked from the system they originated in like a snooker ball by some gravitational event, or were formed externally—as alternatives to spacecraft.
The study comes from a professor of physics and astronomy at Houston Community College named Irina Romanovskaya, who told Motherboard that, since rogue planets are hard to detect in the interstellar dark between systems, there may be a substantial number of them out there. "This increases the chance that some advanced extraterrestrial civilizations, if they exist, might hitch a ride on free-floating planets," Romanovskaya said. "Which is why I call such hypothetical civilizations Cosmic Hitchhikers."
While they wouldn't be drawing energy from a star like regular planets, apparently these nomad worlds could still be habitable. They might have subsurface oceans, atmospheres with enough hydrogen to preserve them, and enough residual core heat to provide energy for a substantial period of time.
Sounds like a great idea for a videogame, and indeed there have been games about rogue planets. Starquake, first released on the ZX Spectrum in 1985, had you trying to stabilize a rogue planet before it imploded, and Metroid Prime 2 was set on a rogue planet with a dark extradimensional twin, which is not a concept that has quite so much basis in science.
Romanovskaya's hypothesis is based on sounder principles: that rogue planets have advantages over spaceships like coming with their own resources and habitats, and not needing artificial gravity. They could also provide an escape for inhabitants of an aging system, who might even use the push from a dying star to propel a world on the fringe of their system into the depths of space.
From there, it's a matter of waiting until you get close enough to another system with a habitable world, like ours, and then using regular spacecraft to make the shorter jump. As Romanovskaya said, "There are no traffic lights in the Galaxy. If the Solar System happens to be in the way of some free-floating planet, the planet will not stop at the red light. It will fly right through the Solar System."
One final idea from Romanovskaya's study immediately suggests an intriguing videogame: a rogue planet used by alien hitchhikers who abandoned it, or didn't survive the trip, might end up floating out there in wide orbit. As Romanovskaya writes, "If a free-floating planet carrying extraterrestrial species or their technologies were gravitationally captured by a planetary system with the help of extraterrestrial technologies, then the captured free-floating planet would keep interstellar travellers or their artefacts. Therefore, extraterrestrial artefacts might exist on some captured free-floating planet residing as wide-orbit planets in the outer regions of planetary systems."
The idea of exploring a dead rogue planet on the fringe of the Solar System to uncover alien tech sounds like something right out of Mass Effect, or perhaps Dead Space. Of course, if it ever happened in reality I'd rather it didn't resemble Dead Space quite so much.