In addition to black holes and neutron stars, which have been detected in the past and which we know exist, there are numerous proposals for exotic compact objects, the following is a not complete list of various possibilities:
Boson Stars (are formed out of bosons, which need to have sufficient self-repulsion. Boson stars could be transparent and invisible, but due to their strong gravity could bend light)
Axion Stars (are a particular form of boson stars made out of axions)
Quark ( consists of up and down quarks that are not bound in baryons/hadrons. Quark stars are expected to be smaller and denser than ordinary neutron stars)
Strange Stars (are a particular form of quark stars that also contain strange matter and not only up and down quarks)
Gravastars (contain a central region containing dark energy and a think shell with a perfect fluid. Outside of the stars the spacetime would be similar to the one of black holes )