Are all stars locked into galaxies or are there loose stars moving through space free to travel wherever they are heading?

Our star and system is moving... and yes other stars are moving about...

All stars that we can observe in the night sky appear to be part of galaxies or near galaxies.

Now, after saying that there is the problem of quasars. This points of light are very far away from our location. There are no near ones and they seem to have light enough to be entire galaxies themselves and yet, they look like points of light, as stars look like points of light.

So, there are great areas in space that seem to have no matter at all. We are in the Milky Way Galaxy and to travel to the nearest star from our sun would be a very dark journey of several light years. Then, if it were possible, if we were to travel to a different galaxy, we would have to go on a journey of 2 million light years to get to the nearest spiral galaxy like our own... the Andromeda Galaxy.

Stranger still, because of the proven theory of relativity, it would be possible to take a trip like that to the Andromeda Galaxy if you could build a ship that could go near the speed of light because the closer to the speed of light you go... time for you slows down and theoretically, you could travel 2 million light years and only age a short time. Of course, when you came back from your trip the earth would have aged millions of years. This is why we have science fiction because true science is very weird.

The stars you are referring to are called rogue or exile stars.
One way such stars are created is when one member of binary star system
Goes supernova and loses a great portion of its mass. This reduces its gravitational grip on the other star causing it to wander off into what eventually might be intergalactic space.

Another way for this to happen is for binaries to come too close to a black hole where one is swallowed or torn apart causing a disruption of their gravitational relationship.
The black hole at our galaxy's center, for example, is said to have produced two rogue, or exile stars in this way.


Article
http://www.universetoday.com/am/publish/milkyway_exile.html