From what we know of the Reapers, it was mentioned that they go into hibernation for 50 000 years to conserve energy in dark space (presumably the space between galaxies).
How far outside the Milky Way they are is unknown, but they are likely near its edge (far enough to not be discovered, but close enough to get there on their own).
I don't think it was ever hinted the Reapers do the same to other galaxies, though I suppose it might be possible.
Furthermore, their regular FTL drives would not be fast enough to get them anywhere close to Andromeda for example, especially because they need to conserve their energy supplies.
If I am not mistaken, the Reapers have a maximum FTL speed of 10 000 times LS... meaning that, the Reapers would need about 270 years of continuous travel (and energy expenditure) to get to Andromeda.
I don't think they can do this without expending most of their energy reserves in the first leg of the journey and finding other means to replenish (which might be possible if they can find something in the void between galaxies... though they'd need something akin to Trek's bussard collectors that are absorbing background radiation, etc. from subspace and normal space to generate energy - in the absence of this technology, the Reapers would likely need to create something like that to keep them self-sufficient, and we don't know if their programming allows them to go for that, considering their sole focus on the 'great experiment').
What they COULD consider doing is building a sufficiently large Mass Relay (unless they can use the Citadel itself) that could catapult them close to Andromeda, where they could build a connecting Mass Relay.
However, I doubt the Reapers are operating in other galaxies.
After the Leviathans were turned into the first Reapers, there hasn't been a single mention or any indication that they were interested in other galaxies (which makes the Reapers a bit stupid to be honest... you have a proverbial universe to explore and you want to participate in an endless repetitious cycle of extinction for millions upon millions of years with technology that doesn't really advance?).