Where do these realities come from?

There's a few other interpretations as to where the alternate realities may come from if they're there (and a decent number do hinge on quantum physics). One has to do with permuting time-lines.

Infinite Time-lines alternate realities
Outside of our own universe (on a 'multi-verse scale') it's not necessarily true that conservation of matter is a constant rule (big bang being a possible example of an exception).

Anyway, imagaine you're a real-life Marty McFly in your DeLorean, traveling through time. Taking into account what is more than likely the way it would happen, Marty would never have started to disappear when he caused him mom to get less interested in his dad. What would happen is that an alternate reality would split off the existing reality, so then there would be two realities existing simultaneously:
1: Here in which Marty's parent's got together, got married, and had Marty who hopped in a Time traveling DeLorean and was never seen again.

2: Here is where a Marty appears out of nowhere and splits up his parents who never get married. No Marty is ever born here, but there's still one running around who has come over who is effectively a visitor from an alternate reality.

Interestingly, these two alternate realities have the same past. (not just identical, but have the exact same past, kind of like how a tree has a trunk and then splits into branches) However, the split doesn't happen when Marty splits up his parents. It happens at the very first time Marty changes 'the past'. When he first appears backwards in time. Thus, you have a reality where Marty didn't appear in the past and one where he did. The moment anything travels backwards in time, it creates an alternate past.

However, as an even weirder note, an alternate future and reality is created whenever something travels backwards in time, and particles exist which constantly travel backwards in time. One prime example is tachyons and another is timehops caused by wormholes and quarks. With each of these movements, another future is created. The number of futures being created at any given moment is so large it might as well be infinite.

But, it gets weirder still. Even though we travel just one way usually, time is a two-way road. Just how every time something travels into the past it makes an alternate future, every time something travels into the future, it makes an alternate past. And we travel into the future constantly

This is why we could have a similar alternate reality that had a different future and a different past yet a lot of the same people and places... because those will exist for practically every moment ever... and for every moment in those alternate realities, ad infinitum.

Ultimate Big Bang Alternate Realities
Part of this is referenced in my post on the 0/0 node, but short version is that effectively a big bang is theoretically created when you have a 0/0 situation. (Such as an 'empty' universe where nothing exists, because you have 0/0 (0 matter contined in 0 space). 0/0 creates the mathematical set {-infinite, 0, 1, +infinite}.

As part of this, one possible interpretations that a big bang would result in this.... one positive infinite universe, one negative infinite universe, one empty universe, and one universe with "1" in it (whatever that would be).
The infinite universes would spread on forever, (our universe is probably one such infinite universe, which may even contain infinite observable universes as mentioned in Redalien's post).

Due to the difficulty of trying to explain (or even personally comprehend) I'm going to skip the universe of '1'.

However, remember an 'empty universe' is what caused this whole thing to begin with right? Well... you have an option left over... 0. An 'empty universe'. Thus, the process happens all over again, in a never-ending infinite stream of big bangs, creating constant alternate realities at any given moment. (Or, an a less likely alternative, creating the same universe over and over again, and it's this constant push of 'infinite' that creates time, constantly propelling a stream outward from the big bang. And this is why the past would always be there if you traveled back in time, and this might be an alternative to where the energy and matter come from to split timelines in the Infinite Time-Lines option).

So the question comes...

What kinds of alternate realities are there?

Warning: The following is personal speculation more than anything else

Altered 'our world' realties.

As can be seen in the timeline's origin of alternate realities, having a world that is similar to our own but with minor changes is par for the course. In fact, with enough work of tracing time backwards, forwards, backwards again, etc., every single universe is a logical progression from the others of those created by the time-line method. If this were the only source of alternate realities, realities would usually have similar (or the same) laws of physics and such. Although given enough distance from your own reality things could be dramatically different, in a way, however twisted, they're all 'our world'.

Shotgun infinite realities

With the ultimate big bang, although it may allow the creation of altered 'our world' realities, it's much more likely to either create infinite identical realities, or constantly create completely random realities. One may be like ours, in another one the gravity may be stronger than magnetism, and in the next there my not even be gravity or magnetism, and completely different laws of nature that bear no resemblance to our own. Here, although there is a chance that realities may be spawned that are similar to our own, it's really a random shotgun approach. A reality similar to ours might be 'right next' to us, or we may have to search a very long ways to find one that's even remotely similar.

Observer/Concept realities
This one is VERY highly purely speculation.
In fact, it's so highly speculative that it's
largely presented here for fun more than anything
else, as I do not necessarily believe this, I just
find it an amusing thought to consider.

In quantum theory, there exists a possible explanation that an observer, by the act of observing, influences the outcome one way or another. A similar concept may exist here, and that 0/0 doesn't even exist due to it being 'nothing' by definition unless something somehow references it to make it 'exist', if nothing else than as a concept. Being that 0/0 only needs a reference to come into being, no matter how small, indirect, or warped, it comes into being. It may be referenced by other rules of a reality's physics, a reference caused by a random bounce of a random particle randomly through time and space that didn't go anywhere but had an area where it *could* go, or even by something so insignificant (yet deliberate) as a speculation, idea, plan, or concept. By this one, not only would an uncountable number of 'un-thought' alternate realties exist, the very action of thinking of a possibility or reality would cause the referenced reality to come into existence somewhere in the multi-verse (or possibly, even multi-verses can be created this way if the idea conflicts with the existing multi-verse, in effect, creating an omniverse made of many multi-verses filled with concepts that can't exist in other ones).

For example, if a deck-builder plans to build a deck, but it just won't work due to some random law of nature, somewhere out there will be a multi-verse that has the 'same' deck-builder but the rules of nature are just different enough to where building the deck does work.

And on the more wild side, every story, book, etc. would come into existence in an alternate multi-verse for the mere fact that the ideas had been referenced. The idea doesn't have to make sense, because what makes sense in one multi-verse doesn't have to be so in another, or vice-versa. So there would be uncountable multiverses that we couldn't understand, but in others that came into existence as a result of our thoughts which referenced them, out in some different mutli-verse, orcs are battling elves, while in another the rebellion struggles against the empire and Darth Vader, and in yet another Sylvester is getting beat up by Tweety once again, and that all these realties (as well the rules of physics that would be needed to make them work) would come into existence merely because they had been referenced somewhere. Also, every time that someone thought of a 'what-if' alternative, it would probably spring up in its own independent multi-verse as well in the pre-existing multi-verse that could contain it as an alternate reality.

In fact, from the above comes the really crazy idea that our reality may have such an origin, in which case, every reality may have a 'god' out there somewhere, who's really just an 'average joe' in another reality who just happened to think of the referenced reality.