There’s a spacecraft studying the materials from beyond our solar system. NASA’s Interstellar Boundary Explorer (IBEX) measures neutral particles that make it through the boundary between our system and the rest of the galaxy. It's called the heliosheath.
Charged particles never make it through the heliosheath, they rebound off it because of a magnetic bubble that surrounds the solar system. But the neutral particles slip in as if there were no boundary at all, and travel for 7.5 billion miles and 30 years until they get caught within our sun’s gravity. This is where IBEX catches them, every February. The spacecraft intercepted such materials in 2009 and 2010 and now has got the most complete look at the interstellar material.
So far it doesn’t resemble anything in our solar system. Despite its cryptic results such research will give scientists a better idea of how and where our solar system formed and perhaps even more important, the forces that are currently shaping our system.
For more on the IBEX watch the video here: