Primary muons
Muons can be produced in any sufficiently energetic event, but we don't ever see them directly.
The issue is that—though they are long lived by the standards of particle physics—muons still only have a mean lifetime of about 2 microseconds ($\tau = 2.2 \times 10^{-6} \,\mathrm{s}$).
The mean distance they can travel (when highly relativistic) is
$$ d_\text{mean} \approx \gamma \tau c \;,$$
where $\gamma = [1 - (v/c)^2]^{-1/2}$ is the Lorentz factor. Both $\tau$ and $c$ are constants, so we can re-write this as
$$ d_\text{mean} = \gamma (660\,\mathrm{m}) \;.$$
But the distance to astrophysical events is measured in light-years, each of which is more than $10^{15}\,\mathrm{m}.$ So for us to have any reasonable chance to capture a muon from a "nearby" astrophysical event it would have to have a energy on order of $10^{12} m_\mu = 10^{20} \,\mathrm{eV}$.1 Now, we do actually see a few cosmic rays at that energy, but they come from active galactic nuclei, so the closest candidate source is the big black hole in the center of our own galaxy about 30,000 light years from us. That puts the energy scale up to something like $10^{24}\,\mathrm{eV}$.
This is simply beyond the energy we've observed concentrated in a single particle.
So, short-short answer part one: there are no observed astrophysical sources of primary muons (meaning that no muons created in astrophysical events reach detector on or around Earth).
Muon signatures
Now, you might say, well, "That's OK, it would be enough to observe an unmistakable signature of muons."
That means one of a few things
- Seeing decay products of muons that can not be created in other ways.
- Seeing other particles that are only generated in reactions in involving muons.
- Seeing a spectroscopic signature of muon creation or decay.
So let's take those one at a time. The particle data group summary of muon physics (PDF link) will be useful here.
Muon decay products.
Muons are the second lightest charged lepton and is lighter than all the hadrons. Consequently it's decay products can involve on electrons, positrons and various neutrinos. As all of these are abundant in any enertic event there is no signature here.
Creation signatures
The only particles that are necessarily created in reaction involving muons are muon flavored neutrinos. Alas neutrino mixing means that we can observe muon-neutrinos from event involving only electrons (for instance we see them from solar fusion events which only create electron flavored neutrinos).
Spectroscopic signatures
Electron and positron decay products will have their direction and speed radomized by interstellar magnetic and electric field distributions. And positrons will mostly annihilate on the way.
We could try for the neutrino spectrum, but (a) the low neutrino cross-section makes it very hard to collect enough events from an extra-solar source to say "these neutrinos are from that" much less enough to say "and this is the spectrum of neutrinos from the source", and (b) if the muons from which the neutrinos come have relative motion it would blur the distribution.
Similarly muon can be created in so many ways with such a diverse set of partners that the spectrum is unmanagably complex.
So, short-short answer part two: there are no clear signatures of muon creation or decay that can be observed over astrophysical distances.
1 In a highly relativistic regime ($\gamma \ge 100$) it is a very good approximation to relate the Lorentz factor to the mass $m$ and total energy $E$ of the particle by
$$ \gamma = \frac{E}{m} \;.$$