Exosomes (a.k.a. extracellular vesicles - EVs) are small protected packets of extracellular RNA that are produced on the cell membrane of most eukaryotic cells. They can separate from the cell wall and travel freely in any bodily fluid. They have been found in every (mammalian) fluid tested to date. They are currently the subject of intense research because they are believed to operate as 'messengers' between body cells. Because they contain genetic information form the cell which produces them, it's thought that they may a be useful marker for detecting diseased cells - remotely from the disease site (in cancer etc).
The following types of RNA have been so far detected outside cells.
Messenger RNA (mRNA)
Transfer RNA (tRNA)
Small interfering RNA (siRNA)
Long non-coding RNA (lncRNA)
It's not currently known the extent (and mechanisms) to which cells can 'communicate' by this exchange of genetic material.