Shooting stars do exist, and they're as rare as one in 100 million.  "In 2005, astronomers discovered the first "hypervelocity" star careening out of a galaxy at nearly 530 miles per second (10 times faster than ordinary star movement)." (Discovery)

1.) Tripple-Star system moves near a black hole at the center of the Milky Way
2.) Once star falls toward black hole; binary pair recoils and is ejected
3.) Binary system leaves galaxy
4.) Binary merges to form Blue Straggler
5.) Blue straggler travles away from galaxy = HyperVelocity Star