Well, ignoring that you mention other intelligent terrestrial species that may just be hiding, which is entirely possible if they're more technologically advanced than us, there are also time travelers, then the so called ultraterrestrials from parallel universes, then there are interdimensional entities from domains more exotic than just the same physical universe in a different roll of the dice, including flat out "supernatural" beings like angels, demons, ghosts, or what have you (from a realm with sufficiently alien physics), then there are possible indigenous space animals, for lack of a better term, and then who knows what else. Some very specific research will have to be done to actually rule out any of the more outlandish possibilities.