Interesting to note that there are quite a few nearer than Sagittarius A, as of 2022 we know of one at 1.5 kly: universemagazine.com/en/discovered-the-closest-black-hole-to-the-sun/
It is interesting that a few months earlier there seemed to be no known specific black holes in the Milky Way: www.nasa.gov/feature/goddard/2022/hubble-determines-mass-of-isolated-black-hole-roaming-our-milky-way-galaxy although their count is estimated to be in the hundreds of millions.
The first proper galaxy near the Milky Way is the Andromeda Galaxy. Everything else in the middle is a satellite of either of of those.
It is not possible to see stars outside of the Milky Way by naked eye Updated 2025-06-12 +Created 1970-01-01
One of the brightest natural objects in the sky, and by far the brightest not in the Milky Way! This is partly because it is relatively close to us.