Runaway star

Thanks to a nice little quirk in gravity (which actually NASA and ESA routinely use to send satellites to other planets in the Solar System), a small object orbiting a more massive one can get a big boost to its speed. Well, the most massive object in the Milky Way is the black hole at is center - Sgr A*. And it can accelerate stars to ridiculously high velocities. Well, some of these stars have been found - including one which should have exploded long before it reached its current location in the galaxy even with its high velocity. Go here and here and here to read more about how it survived its trip.