Has NASA or any scientist ever found any elements in space that is not found on earth?
No and they would not find any other elements, all of the elements in our solar system are the same, all resulting from fusion that occurred within a star a long time ago. If anything at all, they might find compounds on other planets (multiple elements composing a single material) that exist in that planet’s natural environment, and that couldn’t exist on earth naturally because of the difference in conditions. But even so, if there was a compound such as that, scientists had probably already made it in a lab under artificially controlled conditions. So I would have to say no, the chances are very slim, because we have not yet ventured outside of our own solar system.
As was stated in the other answer, ‘Helium’, named after Sun (Helios) was discovered by Astro-physicists tracking Solar Eclipse in Guntur (a big prosperous town in coastal AndhraPradesh now) on 18, August 1868. Those were the days when spectroscopy opened a big window to read the spectral lines from light emanating from distant cosmic bodies. First the Yellow line was mistaken to be a variant of Sodium lines (D1 & D2) and promptly named it D3 line! Of all the hypothetical elements discovered by spectroscopic methods in the spectra of Sun, stars and nebulae- Coronium, Arconium, Nebulium, Protofluorine, none survived except Helium. By the time NASA appeared on the scene, the Periodic table is complete. At the high end after a dozen or so super-heavy elements were found in experiments using high-energy cyclotrons and atom smashers the focus shifted to components particles of nucleus. Heavy elements are being discovered (manufactured) at regular intervals and named as ‘numbers in latin’ li