There is a little difficulty working out what exactly is a political party, in a transnational context. The expectation is that a leader of a political party will become national leader, if they win an election. If the leader is from a different country it is likely to be a constitutional issue. For this reason, major parties are unlikely to be transnational.
Parties of the Right tend to be nationalist. I couldn't find any Right wing transnational political groups.
However there is the "Pirate Party". By its nature, the pirate party is not highly organised. There are pirate parties in various countries, they have aligned policies and membership of transnational groups such as "Pirate Parties International"(PPI). By some standards, the various national pirate parties are actually sub-groups of a single transnational party. However PPI this could be seen as an association of parties
Similarly various Socialist groups see themselves as local implementations of international communism. There is the "Party of the European Left" that represents a wide range of socialist and communist parties. They have aligned policies so by some standards the "Party of the European Left" really is a single party, and not an association of national parties.
It is a very reasonable to say that these are not actually political parties. However for comparison, consider the Conservative Party before the 1980s in the UK. There was no list of Members of the Conservative Party. There were local Conservative and Unionist Associations, and there was the Parlimentary Party (which selected the Leader by consensus rather than by vote) If we can accept the Tory party of the 1970s as a National political party, perhaps we can accept the Pirates or the European Left as transnational parties.