The Church of Jesus Christ of Latter-Day Saints mentions other worlds in their scripture.
Doctrine and Covenants 76:23-24
23 For we saw him [Jesus], even on the right hand of God; and we heard the voice bearing record that he is the Only Begotten of the Father—
24 That by him, and through him, and of him, the worlds are and were created, and the inhabitants thereof are begotten sons and daughters unto God.
31 And behold, the glory of the Lord was upon Moses, so that Moses stood in the presence of God, and talked with him face to face. And the Lord God said unto Moses: For mine own purpose have I made these things. Here is wisdom and it remaineth in me.
32 And by the word of my power, have I created them, which is mine Only Begotten Son, who is full of grace and truth.
33 And worlds without number have I created; and I also created them for mine own purpose; and by the Son I created them, which is mine Only Begotten.
34 And the first man of all men have I called Adam, which is many.
35 But only an account of this earth, and the inhabitants thereof, give I unto you. For behold, there are many worlds that have passed away by the word of my power. And there are many that now stand, and innumerable are they unto man; but all things are numbered unto me, for they are mine and I know them.