Since the 1940's antimatter comets and meteors have been suggested as one possible explanation for various observed natural phenomena - e.g. 'explosive' meteor strikes, gamma-ray bursts, ball lightning etc etc.
If the solar system formed from the collapse of a gaseous, presolar nebula, then any antimatter initially present would have annihilated long before any solid bodies condensed because the annihilation time is much shorter than the collapse time. If substantial amounts (~ ½) of antimatter had been present in the presolar nebula, it is quite likely that nothing would have survived to form the solar system. It should be noted, however, that once formed, condensed bodies of antimatter could survive indefinitely. The “capture” of such antimatter bodies could have led to the presence of antimatter in the solar system. Source: Annual Review of Astronomy and Astrophysics, Vol. 14:339-372
However, to date, no firm, proven evidence of their existence has yet been found.
Also see :The Antimatter Problem