Planet HD 209458b. Source: ESA.
A few years ago, a team of astronomers discovered an extrasolar planet
that sits so close to its parent star that its atmosphere is continuously evaporating into space, leaving an atmospheric trail that extends "over 200,000 kilometers" (124,274 miles). According to the Hubble website, the planet is a gas giant that sits "only" seven million kilometers (4.3 million miles) away from a yellow, sun-like star, giving it a 3.5-day orbit. By contrast, Mercury—the small, rocky planet that's closest to our sun—is between 46 million and 70 million kilometers (28.6-43.5 million miles) away from the sun and has an 88-day day orbit.
According to NASA, some astronomers studying the distant system now believe that one of the gases evaporating from the planet in question is water vapor. If true, this discovery would mark the first instance of water being found outside our own solar system. More information about the findings is available in this PDF document on Cornell University's arXiv site.