The idea of non-terrestrial intelligences has been part of Judeo-Christian belief for thousands of years. Angels are generally considered both non-physical and non-terrestrial. But theologians as orthodox as Thomas Aquinas have also considered belief in non-terrestrial yet physical intelligences to be theologically acceptable[1].
[1] http://vox-nova.com/2009/10/10/on-multiple-worlds-and-multip...