In Foundation and Earth, Golan Trevize states that there is an issue with attempting intergalactic travel. He mentions in particular that all attempts to travel even between the Milky Way and our closest galactic neighbour (the two Magellanic Clouds) have met with total failure.
He posits that a race that has completely dominated their own galaxy may have sufficient resources and time to overcome the, evidently very significant technological difficulties of travelling between galaxies.
Additionally, the Jump-Drive technology that allows instantaneous transit between any place within the galaxy doesn't appear to work extra-galactically. The implication is that while the Jump Drive can allow you to travel to anywhere within the galaxy instantly, traveling outside the galaxy requires you to either take a blind jump (which invariably ends in death) or travel in normal space at sublight speeds.
Trevize said, "Listen to me again. Just outside the Galaxy are the
Magellanic Clouds, where no human ship has ever penetrated. Beyond
that are other small galaxies, and not very far away is the giant
Andromeda Galaxy, larger than our own. Beyond that are galaxies by the
"Our own Galaxy has developed only one species of an intelligence
great enough to develop a technological society, but what do we know
of the other galaxies? Ours may be atypical. In some of the
others-perhaps even in all-there may be many competing intelligent
species, struggling with each other, and each incomprehensible to us.
Perhaps it is their mutual struggle that preoccupies them, but what
if, in some galaxy, one species gains domination over the rest and
then has time to consider the possibility of penetrating other
"Hyperspatially, the Galaxy is a point-and so is all the Universe. We
have not visited any other galaxy, and, as far as we know, no
intelligent species from another galaxy has ever visited us-but that
state of affairs may end someday. And if the invaders come, they are
bound to find ways of turning some human beings against other human
beings. We have so long had only ourselves to fight that we are used
to such internecine quarrels. An invader that finds us divided against
ourselves will dominate us all, or destroy us all.
Trevize seems to be saying there is no theoretical upper limit on jump distance, but in practice the range of human jump technology is limited. We don't know if this is because of energy requirements, difficulty of navigation, or something else.
In terms of scale our own galaxy, the Milky Way, is about 120,000 light years in diameter. The Magellanic Clouds are about 150,000 light years away. (If humans never reached the Clouds, it implies the range of human ships was not sufficient to cross the Milky Way in a single jump.)
The nearest other major galaxy is Andromeda, which is 2.5 million light years away, more than 16 times as far as the Clouds.