The star equivalent to these orphan planets are called, well, orphan stars. They are not bound to a particular galaxy and roam about freely in the space between galaxies [2].
[1]: http://news.discovery.com/space/astronomy/galaxy-filled-with...
[2]: http://aninews.in/newsdetail14/story80862/-039-mysterious-03...
"The Milky Way may be teeming with more than 100,000 free-flying planets for every star[...]."
"This is the finding from a study that extrapolates from observations of a dozen so-called “nomad” planets, which were detected when their gravity briefly contorted light of passing stars[...]."
Sounds a bit sensationalist to me...
Based on my very limited astrophysics I'd guess it wouldn't have much of an impact and in most cases would just cruise through the system with a slight gravitational course correction arc and be on it's way again to interplanetary space.
Feel free to correct me.