It actually seems pretty likely that some Pokemon came from space, if only nearby.The existence of Deoxys, Jirachi and Lunatone seems to indicate that there is life confirmed elsewhere in their Earth's solar system. Here's a theory: Arceus created space and time, and shortly afterwards Sinnoh, expanding to Earth and the solar system, expanding outward from there with stars and planets to fill space. Once everything was set up, he slept. Mew began producing offspring, some of which were born on other bodies close by Earth, namely Mars and Earth's moon. In Lunatone and Solrock's case, perhaps the asteroid belt was their home. I would guess Clefairy came to Earth when some large catastrophe happened on the moon, blowing chunks of rock to Earth (perhaps some artificial cavern, such as the stone on Mt. Moon), and as the ages passed the moon regained a spherical shape and became desolate. Other beings came back to Earth in a variety of ways.