Are all the constellations found in space in the Milky Way?

It can be said that most of the stars (stars) we see on the earth are members of the Milky Way, and they are also part of the 88 constellations of the whole day. Of course, if you want to talk about those deep space objects, that is another matter. There are also many stars in these deep space objects (including nebulae and galaxies), but they do not belong to the Milky Way, so it is difficult to observe them by methods other than space telescopes.