* "Lucy" (2014): Freeman plays a neuroscientist who helps the title character understand her evolving abilities after a drug gives her access to 100% of her brain. While the movie explores themes of human potential, it's not explicitly set on another planet.
* "Passengers" (2016): Freeman portrays the voice of a ship's artificial intelligence system called Arthur. While the film is set on a spaceship traveling to a distant planet, Freeman's character is not from another world.
* "The Dark Knight Rises" (2012): Freeman plays Lucius Fox, a key character in the Batman universe, and while Gotham City is a fictional city, it's still on Earth.
While Freeman has not played an alien character in a movie, he has lent his voice to the animated film "Planet 51" (2009), where he voiced the voice of a human astronaut who crashes on the planet 51.
Therefore, while Freeman has played characters in movies set in other planets, he has not yet played a character who is actually from another world.