Space

Most of the stuff is in space. A very small part of the stuff is not in space, and that stuff belongs to Earth.

Voyager 1 is in space.

Mars is in space.

You are not in space, and are instead on the Earth (most likely).

Earth is in space. But the stuff in, on, and very close around it (astronomically speaking) is not in space.

People working underground are in the Earth, not on it.

Skydivers are not in space, but also not on Earth. Weird one.

They’re in the atmosphere. Which is somehow part of the Earth but not the Earth.

People in the ISS are in space.