OK, so we know about lots of NEOs and their future risk to Earth, nicely tabulated to reassure us that we're not about to die in a blazing fireball.
There have also been discussions about Spaceguard-like projects that survey for incoming objects.
But what's to stop something extrasolar coming in from left field at Ludicrous Speed? If something came in at say 0.1c, it'd get from Neptune's orbit to here in less than two days. Clearly, there's little we can actually do about that, but have we ever observed any bodies zipping around "fast"?