Those who make a living at such things have deteremined that a binary star system, a red dwarf and its burnt out companion skirted within one light year of our solar system some 70,000 years ago. Right now the Sholz Star is about 20 light years away and lingering in the Monoceras Constellation. It was discovered by Ralf-Deiter Scholz.
They've triangulated its movements and determined it slipped in past Centauri (which hangs out at 4 light years form us) and then wandered on.
Read more here.
Poor sad, lonely star system.
Art Credit: Michael Osadciw/University of Rochester