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The Milky Way Is the Only Way

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In Speculative Fiction featuring faster-than-light interstellar travel, reaching other galaxies from the Milky Way (or fictional local equivalent, like the galaxy far, far away) is often shown to be impossible or unfeasible, regardless of how fast FTL drive is.
Now, in Real Life, this is pretty realistic. The Milky Way is about 100,000 light-years across... but the nearest other spiral galaxy, Andromeda, is about 2.5 million light-years away, which is 25 times more for all you math-challenged typesnote (there are "dwarf" galaxies in orbit around the Milky Way, and some are close enough that some of their stars are closer to Earth than the opposite end of the Milky Way is, but a work may treat them merely as extensions of the Milky Way since it took astronomers so long to realize they had their own center of gravity). If your FTL drive takes 100 years from one edge of our galaxy to the opposite one while going full tilt, or your hyperspace shortcuts are limited by the need to return to realspace and assess your position after making a relatively short jump, then it is perfectly reasonable that you shouldn't be able to travel to another galaxy in a casual manner.
However, if your ship is capable of crossing the Milky Way in a single day (after all, if we're ignoring the speed-of-light limit, then any other author-imposed speed limit is completely arbitrary), or your hyperdrive can simply open a shortcut between any two known locations anywhere in the universe, then there really is no excuse for this. Bonus points if there is some unconvincing Hand Wave as to why they don't go to other galaxies. Or a convincing Hand Wave based on modern physics (e.g. the FTL drive needs Dark Matter to work properly, and it stops working once you try to exit the Dark Matter Halo of your galaxy).
One possible reason this is done is because a galaxy is about the largest object that can be rendered on a two dimensional plane with more than very superficial accuracy and are also the largest structures with relatively nice and cleanly defined "ends". Additionally it's quite hard to make individuals seem important at this sort of scale or define any sort of "setting geography" thanks to both a lack of any objective central point and the only structures visible at this scale being mostly empty clusters of galaxies; not providing so much as nebula can to let a setting designer define a certain region of a setting with any interesting traits.
When done right (the "FTL takes 100 years to cross the Milky Way" version), it's an aversion of Sci-Fi Writers Have No Sense of Scale. Compare Corralled Cosmos. Contrast to Small Universe After All and What Other Galaxies?
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DBTropes
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Played mostly straight in Star Trek Online, with player travel restricted to an overworld consisting of about a third of the Milky Way (chunks of the Alpha, Beta, and Delta Quadrants; the Gamma Quadrant is only briefly visited in one mission due to the ongoing cold war with the Dominion). However, the Iconians traveled to the Andromeda Galaxy after their homeworld was glassed 200,000 years ago, and have the technology to teleport entire Dyson spheres full of ships across the intergalactic void.
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Played straight in the first Homeworld game, but averted in the stand-alone expansion. In the Cataclysm expansion, the Naggarok is an experimental extragalactic ship sent by an unknown race millions of years ago. On the way, it has picked up a hitchhiker in hyperspace, which ended up being a sentient virulent lifeform known as the Beast. The Naggarok is way more advanced than anything anyone in the galaxy has, including an intergalactic hyperdrive, an inertialess sublight engine, and disassemble weapons that can take any ship apart in seconds. The Bentusi, afraid of the Beast, decide to flee the galaxy for another one using a powerful slipgate. Since the sequel almost completely ignores the expansion, this trope is once again in effect, except, perhaps, the fact that most of the Bentusi are gone.
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Justified in the Master of Orion series, as ships can only travel so far from your territory, making it quite understandable why other galaxies would be out of reach. (It is possible to research fuel cells with unlimited range, but these come so late in the game it hardly matters.)
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AI War: Fleet Command: It's only the humans that are stuck in the Milky Way, less because they can't and more because civil war and the AI got in the way before they could get to it. The AI is not so constrained and explicitly keeps most of its forces off-galaxy, and both the Zenith and the Spire explicitly reigned in other galaxies rather than this one before they fell. And even then, in the sequel you have human Marauders using a different sort of propulsion that could possibly let them leave and reenter the Milky Way.
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Finally explored in the Ahsoka series. It turns out that Purgills migrate between galaxies and the Jedi Order knew about this, as well as some of the hyperspace lanes that they used. This is also how the ancient Perideans, more familiar as the Nightsisters of Dathomir, originally migrated from another galaxy to the main Star Wars galaxy. The reverse journey can in fact be accomplished using existing technology so long as one possesses the necessary navigational data and that the journey begin and end at the planets situated at the termini of the hyperspace lane connecting the two galaxies. Nightsister Morgan Elsbeth has an enormous hyperspace ring constructed using seven hyperdrive engines salvaged from Super Star Destroyers. Massively-overpowered by the standards of most ships, it is capable of jumping far enough and fast enough to travel to the other galaxy.
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The Night's Dawn Trilogy: Upon discovering the sleeping god at the end of the last book, and theorizing that it is capable of intergalactic travel, everyone is shocked. Although FTL travel has been known for more than 500 years, it took several months and hundreds of small FTL 'jumps' for the main characters to travel the 1300 light-years to find the Sleeping God in the first place.
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Star Trek: Discovery reveals that even with the spore drive, Discovery is still pretty much limited to the Milky Way since the mycelial network thins out near the galactic rim.
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Crest of the Stars: even with quick and easy travel across the galaxy, humanity has not expanded beyond the Milky Way, mainly because they've never encountered a Planar Space Portal that leads to another galaxy. There is one anomalous set of unexplored portals that everyone is pretty sure leads to other galaxies, but the Abh have an ironclad grip on that territory and they're not going to let anyone explore them... at least, not until they are in utter control over the entire Milky Way and can guarantee that human conflict will not spread to other galaxies.
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Schlock Mercenary:
There is a footnote on why teraport travel outside the galaxy is prohibitively expensive even in the best of times. That said, there is a way to travel to the Andromeda Galaxy and back: the two galaxies are linked by means of a wormgate originally sent at sublight speeds across the gap.
Once Petey gets control of the core generator he's able to yank ships from one galaxy to another, mostly for his war with the Dark Matter entities of Andromeda. Kevyn explains that it's a function of large masses affecting the fabric of space-time. Anywhere inside a galaxy is easy enough, but anywhere outside is much more expensive. Teraporting from the Milky Way to Andromeda is still quite expensive, but the large mass of Andromeda cuts the cost in half. Finding a Precursor race's Planet Spaceship in extragalactic space, let alone 'porting a ship of envoys to them, requires converting a decent-sized star to energy.
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Stargate-verse:
The Stargate network can near-instantaneously teleport people and objects from one Stargate to another on the opposite side of the Milky Way Galaxy, but they normally can't travel to other galaxies. It is stated that Go'uld starship engines can take "months" to travel from one far side of the galaxy to the other, and over a century to reach another galaxy. As the original series progressed, however, they eventually found out that if provided with sufficient power (a massive amount beyond humanity's ability to generate using conventional means) a Stargate can connect to Stargates in other galaxies (left behind by the gate-builders). Only three other galaxies are visited: the Ida galaxy (home of the benevolent Asgard and the virus nanobots known as the Replicators), the Pegasus galaxy (setting of the spinoff series Stargate Atlantis), and the Ori home galaxy. The initial expedition to Pegasus was one-way, because they only had one Zero-Point Module (ZPM), a football-sized super-reactor that was a pinnacle of gate-builder technology. Later they find more of these and are able to sporadically link the Stargates back and forth to Earth while having a ship with Asgard-built hyperdrives make regular month-long trips between Milky Way and Pegasus, which can be accelerated to three days with a ZPM.
Asgard themselves subvert this trope hard, as Thor's ship was able to cross the distance between the Ida galaxy and the Milky Way in a matter of hours. And it's implied that they can do it even faster when they aren't towing another ship with them.
One rather nifty idea they came up with was to collect dozens of Stargates from abandoned and unused planets, then set them adrift in the middle of intergalactic space, literally creating a "Gate bridge" between the two galaxies. One Stargate at the extreme edge of the Milky Way is capable of teleporting to another at the exact opposite far edge, and the distance to Pegasus is the length of about 30 or so Milky Ways set end to end - so they simply set up about three dozen Stargates all in a row, each automatically "dialing" the next one and forwarding the teleportation-stream transmission to the next one. It couldn't go from Pegasus to Earth in one unbroken line, though; where the "area code" shifts at the mid-point between galaxies, they needed to build a free-floating space station. Still, once completed, they didn't need to rely on ZPMs to travel between galaxies anymore.
Averted in Stargate Universe with the discovery of an ancient Ancient starship sent out long ago to explore the universe and look for some sort of construct. The Destiny has so many hyperdrives (of a different, earlier, design) that crossing intergalactic distances is easy, provided there's enough power, since the Destiny recharges by diving into a star (and there are almost none between galaxies), but even then, the lack of living crew meant it could just drift the last few million light-years the old fashion way. There are several gate-laying ships (about half the size of the Destiny) flying ahead of her, planting stargates on useful planets.
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In the Marvel Universe each of the major galactic empires rule seperate individual Galaxies, with the Kree ruling the Lesser Magelienic Cloud, the Skrulls in Andromeda, and the Shi'ar in an unidentified galaxy of the same name.
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In Elite Dangerous, the Frame Shift Drive can traverse light-years in seconds, but is limited by two factors; the amount of hydrogen fuel it can burn in a single jump (up to 50LY), and the need to lock onto a sufficiently massive object for the jump. Interstellar travel is easy, but intergalactic travel is impossible as the stellar density dwindles to nothing in intergalactic space. The original Elite had intergalactic travel, but was dropped in the sequels.
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In Escape Velocity, the hyperdrive can only operate along explored Hyperspace Lanes that have to be charted with unmanned probes. It's not even entirely clear how much of the Milky Way is explored.
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One of the books in the Alex Benedict series by Jack McDevitt notes that current FTL technology could reach the Andromeda Galaxy in about a year. It hasn't happened for the simple reason that there's no need. The first book has the opposite tack of the then-current FTL technology being much too slow for intergalactic travel to be practical (it is also observed that suddenly making it practical is one of the things made possible by the rediscovered Corsarius-type FTL drive at the end of the book).
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In Mikhail Akhmanov's Arrivals from the Dark books, all known galactic races utilize the "contour" drive for instantaneous FTL travel. It works by shifting the ship into another universe and then back into a new location. The drive consumes very little power but is prone to burn-outs, especially smaller models. However, jumps require extremely precise calculations, and strong gravity fields can drastically affect them. That is why most prefer to make a series of shorter jumps than a single long jump. Only the Orion Arm (our arm) of the galaxy is explored by most of the known races. The Faata hail from the Perseus Arm but don't know much about the Orion Arm. It is common for Faata in the first two novels to take the long way around instead of jumping directly through the Void (area between the two arms with no stars). During the Void Wars, however, the Faata make several attempts to travel through the Void instead of around it. It is possible that the Daskins have travelled outside the galaxy. Most races assume that all of them left the galaxy long ago, which would explain their absence. The Daskins have also left behind an interstellar Portal Network that appears to stretch as far as the Magellanic Clouds.
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Both Star Trek: Deep Space Nine and Voyager examined the Delta and Gamma Quadrants, and established a mostly consistent "100 years to cross the galaxy" rule to explain the lack of intergalactic travel. Trying to not die of Borg attacks or running out of resources (Voyager) or survive all out war with The Dominion (Deep Space 9) probably didn't help exploration much either.
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Halo:
Human ships take a really long time to get anywhere with slipspace, so that explains why they haven't ventured beyond the Milky Way; the series itself takes place primarily around the Orion Arm.
On the other hand, the Forerunners were advanced enough to build installations located well outside of the Milky Way such as The Ark, the foundry in which the Halo Rings were first forged. The only reason they never seem to have bothered to expand to other galaxies was lack of interest; Halo: Silentium clarifies that while the Forerunners were capable of intergalactic travel, even with their extremely advanced technology it was still rather expensive and difficult to do so, and never found the potential benefits of extragalactic travel to be worth the expense. The Precursors and the Flood were also both capable of intergalactic travel, which makes sense given that they're actually the same thing.
Covenant ships also have absurdly fast FTL engines, despite merely being inferior copies of Forerunner technology, being able to reach about 937 light-years per day (if that speed is maintained continuously, a Covenant ship could go from one end of the Milky Way to the other in a mere four months). However, not only are the Covenant too bound by religious dogma to care to learn how to use their technology to its fullest potential, they're more concerned about consolidating their control of the Orion Arm (and picking it clean of Forerunner artifacts) first.
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Mass Effect:
The original trilogy and its associated materials is set in the Milky Way and aside from the mechanical Reapers, none of the spacefaring civilizations in it are able to travel to other galaxies. This is because while the Mass Relays which everyone uses to get around the galaxy allow instantaneous travel across hundreds to thousands of light-years, they are Black Box technology, and not only does nobody know exactly how they work, a past Bug War has made The Federation very cautious about activating relays without knowing where they lead. The limitations of non-Relay FTL technology are even starker; it's so slow in comparison (only 10 light-years a day, at best) that it takes forever to get anywhere, and your effective range is limited by the need to discharge the ship's drive every 48 hours on a planet or in a sufficiently powerful magnetosphere. More than 99% of the galaxy remains unexplored. All of this is a non-issue for the Reapers given their immortality and vastly more advanced technology, and they were given the directive to focus on organic life in the Milky Way, explaining why they don't go to another galaxy.
Mass Effect: Andromeda averts this trope, featuring an exploration party to the Andromeda Galaxy through going into stasis on a Sleeper Ship, launched just before the war with the Reapers in the original trilogy kicked off as a way to keep at least SOME remnant of galactic civilization alive. Even traveling at the fastest possible speed the FTL drives could provide (and new tech to avoid the discharge problem), it still took the ships over 600 years to make the trip, and there is nothing in Andromeda that could possibly send them back again.
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FreeSpace uses a naturally-occurring portal network to jump ships between star systems, but a jump node to another galaxy is never found, or even hinted at (Epileptic Trees as to what exactly the Shivans did to Capella notwithstanding). On the other hand, humanity hasn't exactly explored very far in Freespace; the GTVA's territory only consists of approximately 40 star systems. They've barely started exploring the Milky Way, let alone other galaxies!
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In Traveller only a small part of the Milky Way is known by Emperor Strephon's time.
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The gameplay of Tachyon: The Fringe is centered around tachyon gates (or tachyon coil generators, to be precise) that connect all of known space (actually, only a few dozen systems). Close to the end of the game, a news report informs the player about newly-invented tachyon wave generators, vastly increasing the range at which capital ships can travel (fighters still need static gates for FTL travel).
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Star Trek:
In Star Trek: The Original Series, when traveling across the galaxy seemed to take just a few days or weeks, they had the "Galactic Barrier", a mysterious energy field blocking intergalactic travel. There is at least one speciesnote The Kelvans that comes from Andromeda, but takes 300 years or so to send a ship across the void (these are the guys with the weapons that turn people into salt cubes and back again), and the Planet Killer of episode "The Doomsday Machine" was believed to be extra-galactic in origin. The Galactic Barrier turned up occasionally as a plot point in some of the Star Trek Expanded Universe novels, but for the most part, the later series dropped that idea and changed warp speed to Traveling at the Speed of Plot.
One of the Expanded Universe novels (written by William Shatner) mentions a ship that accidentally ended up halfway to the Andromeda Galaxy and encountered an Eldritch Abomination that was already on the way towards us. This was, however, the result of the ship ending up in a transwarp conduit connecting the two galaxies. Other EU novels include discussion on how to explore out there, mostly settling on AI being the only option.
In The Q Continuum the two barriers (surrounding the galaxy and at its center) were created by the all-powerful Q to keep a Big Bad (named 0) from re-entering the galaxy (and another's head trapped in the center). The side-effect of causing psychics to go crazy is unintentional. Furthermore, 0 is a "crippled" energy being, meaning it can't go faster than light-speed under its own power, which is why it hasn't simply tried to leave for Andromeda (that, and it's insane).
Both Star Trek: Deep Space Nine and Voyager examined the Delta and Gamma Quadrants, and established a mostly consistent "100 years to cross the galaxy" rule to explain the lack of intergalactic travel. Trying to not die of Borg attacks or running out of resources (Voyager) or survive all out war with The Dominion (Deep Space 9) probably didn't help exploration much either.
In the TNG episode "Where No One Has Gone Before", the Enterprise, with the Traveler's help, goes one billion light-years away from the Milky Way, to the "edge of the known universe".
Star Trek: Discovery reveals that even with the spore drive, Discovery is still pretty much limited to the Milky Way since the mycelial network thins out near the galactic rim.
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Like the MOO series, Galactic Civilizations also restricts the range your starships can travel from your systems, again making it understandable why other galaxies would be out of reach. Although, as any player who has tried to wage war on the far side of the map can tell you, it just takes building a series of space-stations towards your destination to extend your ships' range far enough to reach.
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In Animorphs, all of the space-faring civilizations mentioned are confined to our galaxy. Even the sufficiently advanced Ellimist and Crayak are limited in their influence to our galaxy. The Crayak is extra-galactic in origin though, and other beings like themselves are said to exist in all galaxies.
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Justified in BattleTech by the low FTL speeds of JumpShips. Yes, they can make near-if-not-quite instantaneous 'jumps' over up to 30 light-years at once...then the drive core takes at least a week to safely recharge, requiring either a nearby star to collect the energy via solar sail or eating into the limited fuel reserves if using the ship's own power plant to do so. The charging time and the lack of ship production facilities has the side effect of making exploration a perilous endeavor - nobody wants to go exploring in unmapped systems in a four hundred year old priceless starship whose construction techniques and shipyards have long since been forgotten, when there is a chance that said four hundred year old jump drive can suddenly stop working, thus stranding the ship.
For scale, the Inner Sphere and the Periphery realms comprise several hundred stars, and traveling from one end of the known stars to the other takes the better part of a couple of years. The Clans are several hundred light years to the "north" on the map. All of those stars are still in the Orion Spur, one of the spirals of the Milky Way galaxy, and not even a big part of it. It's not even outside the Local Cluster, a small fraction of the Milky Way.
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In Andrei Livadny's The History of the Galaxy series, only a (relatively) small chunk of the galaxy has been discovered by humanity and all known races. While all alien races are, at least, millions of years old, the fact that they relied on Portal Networks and never invented the hyperdrive means that their expansion was extremely slow. Humans, on the other hand, have spread our in all directions, but only have several hundred colonies not too far from each other. Also, the nature of Hypersphere implies that it is limited to our own galaxy. No one ever brings up the idea of going to another galaxy.
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In Star Trek: The Original Series, when traveling across the galaxy seemed to take just a few days or weeks, they had the "Galactic Barrier", a mysterious energy field blocking intergalactic travel. There is at least one speciesnote The Kelvans that comes from Andromeda, but takes 300 years or so to send a ship across the void (these are the guys with the weapons that turn people into salt cubes and back again), and the Planet Killer of episode "The Doomsday Machine" was believed to be extra-galactic in origin. The Galactic Barrier turned up occasionally as a plot point in some of the Star Trek Expanded Universe novels, but for the most part, the later series dropped that idea and changed warp speed to Traveling at the Speed of Plot.
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In Orion's Arm a total lack of FTL has prevented anyone from leaving the Milky Way yet; indeed, the Terragen civilization mostly occupies the Orion Arm of the Milky Way galaxy alone, with some expansion into the neighboring Perseus and Sagittarius Arms as well. However, a message from the Triangulum Galaxy has been picked up and massive telescope arrays have seen planetary scale building projects occurring in other galaxies. The Triangulum Transmission also told of a ten light-year wide object with the mass of billions of stars and made up of the artificially imploded remains of an entire galaxy headed toward the Local Group of galaxies. Not only is it crossing intergalactic space, it's also coming from an entirely different cluster of galaxies.
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In The Q Continuum the two barriers (surrounding the galaxy and at its center) were created by the all-powerful Q to keep a Big Bad (named 0) from re-entering the galaxy (and another's head trapped in the center). The side-effect of causing psychics to go crazy is unintentional. Furthermore, 0 is a "crippled" energy being, meaning it can't go faster than light-speed under its own power, which is why it hasn't simply tried to leave for Andromeda (that, and it's insane).
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Perry Rhodan started out with this (well, to be fair, it started with the first in-universe moon landing and mankind needed some time to even spread out into the galactic neighborhood)...then came the classic Andromeda arc (issues #200 - #299), which showcased the difficulties of trying to even reach enemies in another galaxy with the technology available at the time, notably FTL drives that burnt out and needed to be replaced too soon to cover the entire distance. (Besides the creation of new multi-stage, multi-drive ship designs that used and dropped their drives one after the other, the main answer was the successful hijacking of several of the enemies' own intergalactic transmitter stations.) Even much later, 'routine' intergalactic travel remains pretty much limited to the familiar cosmic neighborhood and actual long-distance expeditions are pretty few and far between.
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In Warhammer 40,000, the Imperium of Man is prevented from going beyond the galaxy by the Astronomicon (a psychic lighthouse needed for reliable Warp travel) not being powerful enough to guide them that far. The Eldar are constricted by the infrastructure of their webway tunnels, Ork Warp travel is haphazard and they would probably kill each other out of sheer boredom before the trip was 1/10th done, and the Tau are limited to a form of FTL considerably slower than true Warp travel. The Tyranids come from another galaxy, but they probably traveled very slowly between the galaxies. (One book of the Horus Heresy prequel series ended with a stinger showing the Tyranids being clued into the Milky Way's location. They don't actually arrive until ten thousand years later.) What isn't explained, however, is why the Necrons and their C'tan masters went into hibernation after scouring the galaxy clean of most life millions of years ago, given that their inertialess drives (fast FTL without entering the Warp) and immortal shells give them the means to travel to other galaxies even if it takes thousands of years, and the prospect of killing more living gives them a motive. The fifth edition Necron codex retcons the whole thing away, saying they just hack the Eldar webway and use their immortality to take longer trips at sub-light speeds. The Necron leader and his personal forces actually did leave the galaxy on a personal quest, but after meeting the Tyranids in the gulf between they turned back.
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Averted in Stargate Universe with the discovery of an ancient Ancient starship sent out long ago to explore the universe and look for some sort of construct. The Destiny has so many hyperdrives (of a different, earlier, design) that crossing intergalactic distances is easy, provided there's enough power, since the Destiny recharges by diving into a star (and there are almost none between galaxies), but even then, the lack of living crew meant it could just drift the last few million light-years the old fashion way. There are several gate-laying ships (about half the size of the Destiny) flying ahead of her, planting stargates on useful planets.
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The Chronicles of Riddick franchise. The films don't mention galaxies but the novelizations contradict each other. The novelization to Pitch Black by Frank Lauria implies that humans have colonised several galaxies. It says that Riddick worked in the Sigma Galaxy and that Johns chased him across 3 galaxies. But the novelisation to The Chronicles of Riddick by Alan Dean Foster implies that everything takes place within one galaxy.
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In the Great Ship universe, no known species have ventured (far) out of the Milky Way due to the lack of Faster-Than-Light Travel or communications despite almost every interstellar species having become nigh-immortal Trans Humans. The Great Ship was discovered streaking towards the the Milky Way - at a significant fraction of the speed of light - from an almost completely empty section of the sky, and was completely covered in impact craters from a steady stream of collisions from its billion year long flight. Humanity was the first to send a fleet to claim the Great Ship, which they slingshotted around a red dwarf to put it in the galactic plane. However, at the climax of The Well of Stars, it is revealed that a ship has been chasing the Great Ship across the universe; when they seize control after the Polypond war, they activate the ship's true engines and begin the flight back into intergalactic space with the ship's passengers still on board.
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Doctor Who: For a character with the technology to not only travel across the universe but also time, the Doctor seems to be awfully focused on the Milky Way, the Earth, and the humans inhabiting them. He does visit other galaxies besides ours, but just on occasion.
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Blake's 7 used a considerably more prosaic "barrier around the galaxy" in the form of a huge field of Space Mines that apparently extend right across the Federation's territory at the very edge of the galaxy. Lampshaded as being an absurd expense even for a brutally repressive autocracy like the Terran Federation, since no known race has FTL capable of crossing intergalactic space in less than a matter of centuries. Cue a moment of what can only be described as in-universe Fridge Horror:
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In EVE Online, the wormhole that brought humanity from The Milky Way to New Eden in the backstory of collapsed millennia before the game's setting. The limits of stargate construction in the make it impossible to create an artificial link back. This limits gameplay to one galaxy, though you can see the wormhole's remains in the New Eden solarsystem. The later addition of ubiquitous wormholes appearing and disappearing throughout the galaxy granted access to another galaxy, where a race called the Talocan left their vicious Sleepers to guard their advanced technology. The new wormhole systems are dangerous and lawless, but exploiting them can be very profitable. Its also speculated that the Sleepers were left behind or are the remnants of Humanity that was cut off when the Eden wormhole collapsed.
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Foundation and Earth: Up until now, the Foundation series has been set within the same Milky Way. Pelorat asks Golan why that is, since all places are the same distance away by hyperspace. Dr Asimov gives a pretty good explanation: ships traveling through hyperspace are affected by objects with mass that lie along the line that connects the starting and the ending point of the jump. The greater the mass or the distance between them, the greater the effect. This is the main reason why starships in the Foundation Universe use several small jumps instead of the single long one. And with every jump requiring several days to calculate the new jump coordinates, intergalactic travel would take a long, long time.
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Played straight in the main Revelation Space Series novels - the scarcity of Conjoiner Drives and the limitations of light speed have limited human expansion to a roughly 100 light-year wide bubble around Earth. Even the Inhibitors - a "race" of robots that purge starfaring life and think within the timespan of billions of years - have their operations limited to the Milky Way. Averted in the Distant Finale novellas with the release of the Greenfly terraformers; humanity begins to flee wholesale from the Milky Way to escape.
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Played with in Uplift universe, where the Civilization of Five Galaxies does span— well, take a guess— but can't for the life of it reach any galaxy outside that set. It turns out the hyperspace links just aren't there to travel outside the Five. Even more nastily, it turns out that in the distant past there were something more like fourteen galaxies, and by the end of the series it will be further traumatically reduced to the Civilization of Four Galaxies. This is predicted to continue until the Milky Way truly is the only way, along with each other isolated galaxy. An attempt by otherwise Sufficiently Advanced Aliens to bridge the gap turns out to be the other impetus for the story.
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Even with the strongest engines available in Spore, you can only cross a few parsecs in a single jump, and each jump has to end near a star or spacial anomaly. Intergalactic space is just too barren to cross.
When Will Wright, the creator of the game, was asked why there was no intergalactic option in Spore, he pointed out that there was no way anyone would ever finish exploring the galaxy they started in, let alone another one.
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Star Sector allows interstellar travel, but only in the sector itself: the Persean sector is explicitly stated to be in a separate arm of the Milky Way galaxy from Earth. Travel was originally accomplished by long range ships that brought interstellar wormhole gates to improve travel time, but the gate network collapsed and all that's left is the remaining colonists that are struggling to survive, who have to use fuel-intensive and inherently-dangerous hyperspace travel to get from star to star. The story in the game involves an effort to reactivate the gates. Even when the gates are reactivated, they only work locally in the Persean: there's no connection back to the Orion Arm and Earth.
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Spelljammer is a weird one, considering that yes, by technicality, the entire setting (by extension, all of Dungeons and Dragons) is set in only one galaxy. The interesting part, is that there are no galaxies. The stars aren't actual celestial objects, they're just lights on the inside of the Crystal Sphere, massive and natural (or divine) Dyson's spheres (not accounting for the occasional star spawn). There isn't even any empty space in the traditional sense. "Wildspace" as it's called goes out to about twice the diameter of the outermost orbit, and then the crystal shell. On the other side, there are other shells, but there is no implication that they're actually organized into galaxies.
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Stellaris restricts everything to one galaxy, specifically due to the method of interstellar travel: hyperdrive can only proceed along "hyperspace lanes" between large stellar bodies, and none of these lanes travel outside the galaxy. Even late-game upgrades such as the Jump Drive, which tend to completely ignore hyperspace lanes, are still restricted to a maximum jump distance that is far less than intergalactic distances. It is possible to travel outside the galaxy, however: the L-Gates will take you to a small star cluster that is explicitly shown to be outside the normal galaxy, if you manage to unlock them. Furthermore, one of the Endgame Crises, the Prethoryn Scourge, comes from another galaxy.
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Mass Effect: Andromeda averts this trope, featuring an exploration party to the Andromeda Galaxy through going into stasis on a Sleeper Ship, launched just before the war with the Reapers in the original trilogy kicked off as a way to keep at least SOME remnant of galactic civilization alive. Even traveling at the fastest possible speed the FTL drives could provide (and new tech to avoid the discharge problem), it still took the ships over 600 years to make the trip, and there is nothing in Andromeda that could possibly send them back again.
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Played very straight in Babylon 5. Leaving the galaxy seems to be a rite of passage for the most ancient, advanced, incomprehensible races. It's implied that most of the familiar races (including humanity) are millions of years away from reaching this level, and that not all such ancient, advanced races immediately take the step (two such older races are always left behind to guide the younger ones).note The first pair were the Vorlons and Shadows, who tried to guide by presenting the races with a choice of Order Versus Chaos; eventually they forgot they were supposed to be teaching and it got personal, so they were shamed into leaving the galaxy. The Distant Finale to Season 4 seems to indicate that humans and Minbari become the next two such races, with the humans representing Progress and Forward-thinking and the Minbari representing Tradition and Rootedness.
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Star Trek: Destiny: The Caeliar are a species so amazingly advanced they can dump entire species in different galaxies, and even managed to get in contact with the furthest galaxy out there, but are also ludicrously isolationist. Eventually, one characters asks why if they're so afraid of the locals they don't just bugger off to some other, quieter galaxy. They explain that much as they don't like the Milky Way, there are things out in all the other galaxies that scare them even more. The galactic barrier happens to be the only thing keeping them out.
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In Dreadstar, The hero arrives in an unnamed galaxy millions of years after he is responsible for the destruction of the Milky Way. Later, in the sequel comic, he and his companions travel to still another galaxy.
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In the TNG episode "Where No One Has Gone Before", the Enterprise, with the Traveler's help, goes one billion light-years away from the Milky Way, to the "edge of the known universe".
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The following is a list of statements referring to the current page from other pages.

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Star Wars Expanded Universe (Franchise)
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Speculative Fiction Tropes
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Stellar Index
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Tropes in Space
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The Milky Way Is the Only Way
 Time Enough for Love / int_5a2a2a39
type
The Milky Way Is the Only Way
 Worlds Imagined / int_5a2a2a39
type
The Milky Way Is the Only Way
 Zones of Thought / int_5a2a2a39
type
The Milky Way Is the Only Way
 AstroEmpires
seeAlso
The Milky Way Is the Only Way
 WALL•E Forum Roleplay (Roleplay) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Ahsoka / int_5a2a2a39
type
The Milky Way Is the Only Way
 Andromeda / int_5a2a2a39
type
The Milky Way Is the Only Way
 Traveller (Tabletop Game) / int_5a2a2a39
type
The Milky Way Is the Only Way
 AI War: Fleet Command (Video Game) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Celestus (Video Game) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Crysis (Video Game) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Noctis (Video Game) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Last Res0rt (Webcomic) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Orion's Arm (Website) / int_5a2a2a39
type
The Milky Way Is the Only Way
 Earth: Final Conflict / int_5a2a2a39
type
The Milky Way Is the Only Way
 Space Empires (Video Game) / int_5a2a2a39
type
The Milky Way Is the Only Way