Artist's conception of a Jupiter-size rogue planet. Image source: [1]
So far I have always talked about exoplanets orbiting around a star that is not the Sun. However, some astronomers have found objects of this type that do not meet the definition, that is, that do not orbit around any star. They are the wandering planets or interstellar planets, the vagabonds of the Cosmos.
These bodies would have the mass of a planet, that is, from the smallest known Kepler-37b to 13 masses of the planet Jupiter (according to the International Astronomical Union, this is the limit of mass for a body to stop being considered a planet) . But, unlike the rest, they would not be gravitationally subject to any stars.
Wandering planets can be "ejected" from their solar system in various ways, such as interacting with other planets, the proximity of a star, or when a star becomes a supernova. So far there is no way to know for sure if a particular planet comes from outside its current solar system.
More details here: Rogue planet