Interstellar bodies As a solar system evolves the planets interact, and in trying to achieve a harmonious state some bodies are ejected. Space is big, but I have heard that some meteorites have been found with anomalous isotope ratios that could have come form beyond the solar system.
There must be a variety of bodies of different sizes passing through space, how easy would they be to spot as they passed through the solar system and out?
A collision with a solar system asteroid would be dangerous, but one traveling at interstellar velocities would be far worse, what sort of damage could that do?
 A: Space is big. Real big. That is why these things are not raining down on us. Interstellar planets do exist, they have been recently confirmed to be more numerous than stars I believe. But their physical size compared to the size of the space between them is huge, literally thousands of orders of magnitude more than needed to even consider them as point sources.
As for damage if one did hit? Complete destruction of the Earth. Even if the object were one hundredth the mass of the Earth and landed with quasistatic velocity, the additional mass would be disastrous. Our crust is razor thin and cannot support anything larger than Mount Everest, which itself pushes the crust down where it sits.
A: While it is certain that objects from outside our solar system must pass through, no such object has ever been observed or detected in any way.  The main explanation for this is, as dotancohen said, that space is big.
As far as damage, kinetic energy = mv^2.  Galactic encounter velocities would generally be much higher than solar system velocities, so the energy dissipated in an impact would dramatically greater.  An object the size of a grain of sand might make for a pretty streak in the night sky if coming from within our solar system, but might make for a "Wow, what was that!" bright flash if coming from outside the solar system.
