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All of "outer space" is generally known as the Great Dark where can be found the various worlds, but intertwined and connected to the Great Dark is the Twisting Nether which represents a chaotic source for the magical and supernatural. Many other dimensions are connected throughout the multiverse.
In World of Warcraft EditThis section concerns content exclusive to World of Warcraft.
The cosmos in World of Warcraft, although expanded by the Burning Crusade expansion and given access to some parts of the elemental planes by the Cataclysm expansion, is limited to two worlds: Azeroth and Outland.
In Warcraft RPG EditThis section concerns content exclusive to the Warcraft RPG, and thus unlikely to be canon.
The extent of the cosmos in the Warcraft RPG is more expansive and extended by the various source books.