star - Do solar systems have to evolve in a galaxy?

Evidence for stars evolving alone outside galaxies is very hard to get. And for a good reason: those stars are very hard to detect.

Galaxies are quite easy to observe: one of the reasons for that, is that the surface brightness of a galaxy does not change with the distance (a good explanation here: http://mysite.verizon.net/vze55p46/id18.html, 5th paragraph) (Note: this is not true anymore for cosmological distances because the expansion plays a role, but this demonstration is usefull for the nearby universe in which we focus now).

However, observing stars is very hard as they do not have a surface brightness: the light we receive evolves in 1/radius2. Do stars outside galaxies exist? Yes: we have evidence for intergalactic stars. See here for example: http://hubblesite.org/newscenter/archive/releases/1997/02/text/ which I think was the first discovery (anyone can back me up?). Or see this more recent paper about "rogue stars" evaded from our Galaxy: http://lanl.arxiv.org/abs/1202.2152. Those findings are not surprising as we were expecting that some stars are sometimes ejected from galaxies by gravitational forces. Can these stars carry on their planetary system with them? On this question I am not an expert, so I won't give an answer.

That was for stars created inside galaxies. What about star formation outside galaxies? This is a recent subject of discussion but we have growing evidence that this could be possible. Here is a paper about the discovery of intergalactic HII regions, which are regions of star formation outside galaxies: http://arxiv.org/abs/astro-ph/0310674.

Therefore we showed that:
1/ there are stars outside galaxies
2/ there is evidence for star formation outside galaxies.

In the first case, it may be possible that these stars carry their planetary systems with them. In the second case, it sounds plausible that the forming stars will build their torque of material which might give birth to planetary systems. There is however no evidence yet for this (to my mind).

I hope my answer clarifies your mind!