This is an illustration of what the Oort cloud might be like.
Click on image for full size
JPL
Where do comets come from?
Mathematical theory suggests that most comets may come to the solar system from very far away, as far away as 100,000 AU. In this picture, the solar system is buried deep within the cloud.
An AU is the distance from the earth to the sun and is roughly equivalent to 100,000,000 miles. Mars is 1.5 AU from the sun, Jupiter is 5 AU from the sun, and Pluto is 39 AU from the sun. So comets come from very far away indeed.
Comets are observed to come to the solar system from all directions, therefore the place from which the comets come is thought to be a giant sphere surrounding the solar system. This sphere is called the Oort cloud after Jan Oort who postulated its existence in 1950. Thus comets are said to come from the Oort cloud.
(It is natural to ask How did comets get so far away? Astronomers are presently working to understand the answer to that question.)
But some comets may come to the solar system from closer in. The place where these comets come from is called the Kuiper Belt, which is located past the orbit of Pluto.
Kuiper Belt objects are suspected to be the source of the Jupiter family, a group of comets whose orbits take them between Jupiter and the sun in a short period of time (3-10 years). Comet Shoemaker-Levy 9 may have been one of those.
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