List of unidentified species
From Halopedia, the Halo wiki
During its history, the Milky Way galaxy has played host to many intelligent forms of alien life. While many can be grouped under the wider banners of the Forerunner Ecumene, the Covenant empire or the auspices of the Unified Earth Government for humanity, many alien encounters have been recorded with no currently-known species responsible.
Milky Way Galaxy
According to a Catalog, before the firing of the Halo Array on 97,445 BCE, the Librarian studied and favored at least 123 species across three million worlds in regions the Forerunners explored in the Milky Way galaxy. The Catalog was uncertain however how many the Librarian aimed to preserve. While many sentient species were ultimately indexed and reintroduced, many of them did not reach Tier 7 of the Technological Achievement Tiers after the firing of the Halo array, where only a handful were encountered by Humanity in the Orion Arm of the galaxy, and not every species that were in the Covenant were cataloged by the United Nations Space Command, with even the Covenant client species keeping few records of their affairs with them.
Great dense cloud
Following the firing of the Halo Array, a final communication was heard by 343 Guilty Spark at Installation 04 from a "great dense cloud". This was sent from a species that just managed to send out their first communications out from their home system. This species was not encountered by the Forerunners or Flood; and ultimately was not indexed by the Librarian for reintroduction. Guilty Spark did not understand their message, but presumed it was hopeful signals. After the Halo's pulse hit the cloud, the communication stopped.
Installation 04 (Alpha Halo)
Over its operational lifespan, several unidentified visitors have found their way to Halo Installation 04.
Around 40,000 BCE (50,000 years following the firing of the array), an Unidentified alien vessel crashed on the ring during an experiment 343 Guilty Spark conducted on the Halo. None of the ship's occupants attempted to leave the vessel's crash site or attempt contact, leading Guilty Spark to build a sarcophagus around the vessel. Ultimately, the Monitor was hopeful for the next species to arrive on the ring.
Visitors to the ring
During the Battle of Installation 04, 343 Guilty Spark noted in logs made during the battle that the Covenant landing on the ring and seeking something was similar to another alien species who previously arrived at the ring, recorded what they saw and left. These visits ultimately lead to 343 Guilty Spark changing his excitement at the prospect of meeting an alien species to defensive; threatening ships that trespassed near the ring including the UNSC Pillar of Autumn in 2552.
Installation 05 (Delta Halo)
It is possible that unknown alien intervention has influenced the events which shaped the course of history for Installation 05.
It has been suggested that outside meddling may have caused the breach which lead to a Flood outbreak at the installation's containment facility, culminating in the outbreak and eventual formation of a Gravemind on Installation 05.
System of Miasmic Giants
Below is evidence of alien species around the System of Miasmic Giants.
Around 851 BCE, the Sangheili 'Crecka recalled a event that happened "many cycles ago" in the System of Miasmic Giants where a hostile species attacked a vessel he served on. During the attack, 'Crecka was the last survivor and managed to escape by piloting the ship randomly though slipspace. According to 'Crecka, the species did not speak a civilized tongue.
Line Installation 9-12
This species was discovered by the Covenant on their homeworld of Karava. When encountered, they refused to give in to the Covenant's demands - resulting in the Covenant deploying 300 N'weo-pattern Gigas fighters against the species, wiping it out completely in a total genocide.
On a world that was controlled by the Forerunners, numerous confinement platforms were constructed to keep threats contained. One of these platforms had a security breach leading to the inhabitant escaping.