Most things are in galaxies with big stretches of nothing much between them – more than 90% of all known mass. However, life could exist in a stellar cluster outside of a galaxy or even around a single star although that would probably be a bit short of the heavier elements. You see, all matter that is not hydrogen comes from stars that have lived their lives and blown up. There are rich supplies of the elements needed for life in the galaxies because there are many stars there and many stars that were there. So, to answer your question, if life is to develop anywhere then a galaxy is probably the place to look.
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