Similar to an extraterrestrial
, the so-called "ultraterrestrials
" are creatures that come from other dimensions, as opposed to other planets.
One of the more famous ultraterrestrial stories (which isn't saying much) in US history was the incredibly odd case of the Montauk Project, which was supposedly a part of the Philadelphia Experiment's research into time travel. The story goes that researchers encountered things in the timestream. Not Buckaroo Banzai-style urchin thingies, but some sort of nasty humanoid "Beast."
Angels and Demons would probably be considered ultraterrestrials, as would any strange and mystical beings that supposedly originate in a reality slightly removed from our own.