As you leave the Earth and move into space the magnetic field will get weaker. Even though the field is weaker, the compass can still align with it meaning that a compass on the International Space Station would still be a reliable guide to the North Pole. If you choose to go further away, things would get a little more interesting. If you move far enough away from Earth you will reach a point where the Sun’s magnetic field will be stronger than the Earth’s. At this point, your compass would swap allegiance, and would begin pointing towards the Suns magnetic north pole. Of course, if you were to send a compass right out into intergalactic space, the space between galaxies. Then you compass would probably not work at all. A stronger compass will detect fainter magnetic fields, but get far away enough from a magnetic source and your compass would not point anywhere. Source: http://www.spaceanswers.com/deep-space/where-would-a-compass-point-to-in-space/