Interstellar medium is the term for the gas and dust that exists between stars.
Gas makes up 99 percent of interstellar medium; dust, only 1 percent.
Radio waves have shown that most of the gas is made of hydrogen (75 percent) and helium (23 percent), with smaller amounts (2 percent) of carbon monoxide, carbon, oxygen, sodium, iron, nitrogen, and titanium.
All of these elements are commonly found on Earth.
The dust is more difficult to break down, but seems to contain graphite (carbon) particles and icy crystals of water, ammonia, and methane, all are also found on Earth.
Interstellar medium, as its name suggests, is found throughout interstellar space.