Did the Forerunners ever leave The Milky Way? If the could travel across the galaxy itself, traveling to other galaxies is not far fetched.
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Yes. The Librarian and a small group of Forerunners left the galaxy to travel to Path Kethona. An orbiting dwarf Galaxy we called the [url=http://haysvillelibrary.files.wordpress.com/2010/06/large-magellanic-cloud-complete-with-annotations-eso.jpg]Large Magellanic Cloud.[/url] Specifically they visited the [url=http://apod.nasa.gov/apod/image/0811/tarantula_brimacombe_big.jpg]Tarantula Nebula[/url], which is inside the Large Magellanic Cloud.