The Borg have not, as of current writing, ever travelled outside of the Milky Wa galaxy, inter-dimensional travel excepted. They have obviously left the universe to travel to fluidic space. They could likely make it to the Magellanics with their trans-warp technology, but the galactic barrier might give them some trouble, as it gave the Federation. Bear in mind, the Borg are still relatively confined in a single quadrant of our galaxy, and are technologically inferior to species like the Voth, and their physical evolution is far behind that of a Q or the Traveller.

The Borg have not, as of current writing, ever travelled outside of the Milky Way galaxy, inter-dimensional travel excepted. They have obviously left the universe to travel to fluidic space. They could likely make it to the Magellanics with their trans-warp technology, but the galactic barrier might give them some trouble, as it gave the Federation. 

Bear in mind, the Borg are still relatively confined in a single quadrant of our galaxy, and are technologically inferior to species like the Voth, and their physical evolution is far behind that of a Q or the Traveller.