Option 1: Asteroids - Asteroids are small rocky objects that orbit the Sun. They are considered part of the solar system.
Option 2: Comets - Comets are icy objects that also orbit the Sun. They are composed of dust, ice, and gas and are also part of the solar system.
Option 3: Planets - Planets are celestial bodies that orbit the Sun. They are major components of the solar system.
Option 4: Nebulae - Nebulae are not part of the solar system. They are large clouds of gas and dust in space, mainly found outside of our solar system, in interstellar space.
Therefore, the correct answer is option 4, Nebulae.