All comets are from this solar system, and none heve been found that are not orbitally coplanar with the earth and the sun. If you have studied Johannes Keppler's work, then you know that it is unlikely that their origin could have been any place other than earth.
So far most comets whose origin was fairly certain came from the Oort-cloud. This is the OUTER-edge of the solar-system, and is practically already outside.
So even if a comet appears to come from the Oort-cloud, it doesn't say anything about the original source for the comet. It would be easy enough for an extrasolar comet to strike the Oort-cloud and be captured.