I'm glad nobody said man made black holes cos that's junk science. Black holes could hypothetically be created in the Large Hadron Collider due for launch in 07 but they'd be so short lived due to hawking radiation they would pose no threat at all.
An interesting hypothesis put forward by Richard Muller and others is Nemesis. The majority of stars in the galaxy are twin stars so statistically the sun should have a twin in orbit, probably a red or brown dwarf beyond the oort cloud. It's orbit would bring it close to the inner solar system at regular intervals and it's gravitational pull would drag comets, asteroids etc with it which would bombard the planets and help explain the intervals of severe impacts followed by calm and the regular occurrences of extinction on earth.
Some satellites due to launch in the next couple of years should prove or disprove the theory.