Within the overall GalaxyGalaxy there were seven satellites galaxies as part of the main galactic disk (the hyperspace disturbance mentioned below was outside of this whole construct) and there was travel to and from these satellite galaxies:
The Nagai accomplished it, coming from the Firefist galaxy.
In the era of the movies, the Rebel Alliance had a basebase in the Rishi Maze.
As a supplement to Petersaber's answer, there is also something of a constraint on travelling outside of the SW galaxy, and it is called the Hyperspace disturbance beyond the edge of the galaxyHyperspace disturbance beyond the edge of the galaxy. This is an energy barrier that apparently makes travelling outside the galaxy impossible. The Outbound Flight ProjectOutbound Flight Project, which did not succeed (thanks to Darth Sidious/the Chiss as described herehere), was an attempt by the Jedi to penetrate this barrier (using the Force).
The Yuuzhan Vong, however, succeeded in finding a way around this barrier at Vector PrimeVector Prime and apparently the SilentiumSilentium and AbominorAbominor, two extra-galactic droid races, must have as well since they came from the same galaxy as the Yuuzhan Vong and settled in the Unknown Regions of the SWG.
To expand on Petersaber's point about running out of fuel; unlike Yuuzhan Vong ships that used gravity for propulsion (gravity doesn't run out, though it is never explicitly stated how the dovin basals use gravity other than the mention of micro black holes, so we don't know the exact physics of it), ships in the SWG depended on hyperdriveshyperdrives (a technology they had reverse-engineered from the Rakata and which they did not fully understand) which employed hypermatter and some form of reactant fuel, usually antimatter, for propulsion.
I can't find any evidence of how they actually mined hypermatter (which is only found in hyperspace) or that they had some sort of antimatter scoop technology, both of which would presumably be required for them to refuel their ships along the way. When you consider this, alongside the vast amounts of fuel used (the Venator-class Star Destroyer's main reactor annihilated the equivalent of 40,000 tons of matter each second as quoted herehere), there were most likely real constraints within the SWG of effectively accomplishing true intergalactic travel.
N.B.1. Although it apparently had FTL capability and consumables for 10 years, I have no idea how Outbound Flight was supposed to accomplish its second mission - to seek out extragalactic life - unless they had a more conservative idea of what that meant, for instance finding ShipShip in the intergalactic voidintergalactic void, or they just didn't know what they would find.
N.B.2. It isn't entirely clear how far away the Yuuzhan Vong galaxy is, for instance, only that it took the Vong millenia to travel the intergalactic void at sublight speeds, and that the living planet Zonama Sekot apparently arrived before they did, though whether it arrived as a seed or a whole planet I do not know, nor what propulsion system it used. The LanghesiLanghesi shaped Sekot to possess a hyperdrive but it is unclear what propulsion system it may have used before that.