The empty space between galaxies, just as 'interstellar space' is the space between stars. Supposedly the furthest you can possibly get from anything in this universe, because the space between galaxies is so immense, and so utterly devoid of any kind of interesting objects (in this context, even hydrogen atoms count as interesting) - hence, the phrase 'intergalactic space' often crops up in the poetry of isolation and alienation.
Ironically, in proportion to their size, galaxies are enormously closer to one another than the individual stars within a galaxy - hence intergalactic space is actually, in relative terms, a far less remote place to exist than, for example, intra-atomic space (if you are an electron). It's all a matter of perspective.