What bodies can be encountered way outside galaxies - far beyond the farthest edges of galaxies, in the deep space between them? Are there single, galaxy-less stars, giant clouds of gas more dense than that the lower-than-elsewhere content of free hydrogen in space, or any other phenomena that span the void between the galaxies?
There can be stars (and small star systems). Stars need not be found only in galaxies.
There can be gas clouds.
Most nebulae are in intergalactic space. Indeed, for a while, both galaxies and nebulae were termed as "nebulae" until the differing nature of galaxies was discovered.
Almost any (small) structure that can be present in a galaxy can be present in intergalactic space, for that matter. Black holes (neutron stars, white dwarfs, brown dwarfs, ... ), star clusters, star systems, etc can all be present.
Finally, there's a very rare (rare in the density sense) plasma, mainly of hydrogen, that makes up almost all of the intergalactic medium. Zero pressure is an unattainable ideal case.
But it is mostly a hot, ionized void. How void? The density of the intergalactic medium is about 1 to 100 particles per cubic meter (you can compare it to the mean galactic density, of about a million particles per cubic meter, or that of Earth's atmosphere, of about 10^26 particles cubic meter). How hot? It can go from 10^5 to 10^7 K.
Fun thing is, even though it is "very empty", is contains however most of the baryons (the "classical matter") of the Universe, if you consider that only 5-10% of the total mass of baryons is enclosed in stars and galaxies.
Just to add to ManishEarth's answer, an article about what is in intergalactic space, "Numerous "Tramp" Stars Adrift in Intergalactic Space Could Await Discovery" (Matson, 2009) also describes what you would see if in the night sky, if Earth orbited a 'tramp star':
"If you were on an Earth orbiting a sunlike star that was halfway between us and the Andromeda Galaxy, or halfway between us and the Virgo Cluster, you would look out in the night sky, and you would actually see with your naked eye zero stars," says study co-author Michael Shara, an astrophysicist at the American Museum of Natural History in New York City. "You would see a few distant, blurry, fuzzy patches, and those would be the galaxies." Without a moon to reflect light, nighttime out there would be almost pitch-black.
So even though there are, as ManishEarth stated in his answer, everything you'd expect in a galaxy existing between galaxies, there would just be far less.