Even a nebula is absurdly empty. A particularly dense nebula might have ~10k particles per cubic centimeter floating around in it. Even that is vastly more empty than the vacuum we create inside particle accelerators and such.
I'm not an expert in this area at all, so I pulled that comparison out of a few different articles and wikipedia.
According to [1], the pressure inside the LHC is somewhere between 10^-11 and 10^-10 mbar. That's between 10^-9 and 10^-8 Pascals. CERN also says that it's "a vacuum almost as rarefied as that found on the surface of the Moon." According to [2], pressure on the surface of the moon is between 4x10^-11 and 8x10^-10 Pa. The upper limit is quite close to 10^-9 Pa, so let's say that CERN can manage 10^-9 Pa on a good day.
According to [3], the inside of a nebula is 100-10k times more dense than general interstellar medium. (The "10k particles per cubic cm" figure also comes from the same page.) According to [2], interstellar medium in the Milky Way averages between 10^-15 and 10^-14 Pa. So the pressure inside a nebula should be between 10^-13 and 10^-10 Pa. Another comparison using the number of particles per cubic cm [3] yields a figure between 10^-14 and 10^-12 Pa. The difference is probably due to temperature, but anyway both results are significantly less than the LHC.
We can probably make better vacuums on a smaller scale, though.