We know of nearly 500 other planets orbiting other stars. However, the methods of finding these exoplanets are indirect. We measure their affect on their parent stars, but we didn't directly see the planets themselves... until 2005, when the first image of an actual world orbiting another star was announced.
As of October 2010, only 7 such planets have been imaged, but we'll soon have more. This gallery shows the best of these images, including the first alien solar system to have its picture taken.
The picture shown here is the star HR 8799 with three planets revolving around it! See a much larger image in the gallery. Link -Thanks, Phil!
(Image credit: Gemini Observatory)