The Oort Cloud
So where did they come from and how did they get there? It's clear, pointed out Oort, that they weren't manufactured in situ. The Solar Nebula was far too tenuous at that distance to permit formation. Clearly they are members of the Solar System. That is deduced both from their trajectories and other information. Like other comets and other outer solar system bodies, they formed beyond the Solar snow line, because they incorporate very volatile ices - not only water ice, but also CO2, CO, NH3 and others. The most popular theory is that they formed in the general neighborhood of Uranus and were kicked out to their current orbits by gravitational interaction with Jupiter and other giant planets.
So why are they in that 10^4 to 10^5 AU region, and not further out or closer in? The answer, I think, lies in the fact that quite likely both nearer and further reservoirs were initially populated, but nearer ones are too strongly gravitationally bound to be easily nudged into the inner SS and further ones are quickly lost to nudges from passing stars and galactic tides. We have hard evidence of numerous Kuiper Belt Objects (KBO) (30-100 AU) and scattered disc objects (100 AU to a few hundred), and there are plausible reasons to believe that the region from a few hundred to 10,000 AU is also populated. KBO are gravitationally stable, but the scattered disk, perturbed by Neptune, is probably the source of long period comets. Beyond the scattered disk, out to 10,000 or so AU, is another stable region that may well be populated.