My world is spread across thousands of planets in thousands of star systems, with a sort of United Nations (of Planets) acting as intermediary to ensure peace and prosperity between the planets.
Each planet has different cultures, and different materials, which has created an interplanetary shipping industry so that Earthlings can enjoy lighter spacecraft made out of Abian steel, stronger buildings made with Benoite cement, and so on. Abians, I might add, are particular fans of Earth chocolate.
Now for real-world scientific justification, a few of our solar systems' gas giants have diamond rain, as a methane-rich atmosphere and very high pressure create the perfect environment for diamond formation. But diamonds aren't too uncommon on earth. Other than differences in innovation on different planets, what environmental conditions would allow for the formation of materials and compounds that don't naturally form on Earth, or form only in very trace quantities, while still allowing for these materials to be brought back to Earth without degrading or decomposing?