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.
I'm sure that Buck Rogers believed that to be so ;o) Name one 'extra-solar' comet and win $100 and a ride in a '56 DeSoto.