In this case the source would have to be something far more exotic, such as a neutron star being swallowed by a black hole or colliding with another neutron star.

ECONOMIST: Astronomy

One way they could have got there is if multiple planets have interacted in a gravitational "billiards game", in which one planet might have been flung in towards the parent star (sometimes to be swallowed whole), while another might have been thrown into an eccentric orbit, or perhaps even ejected from the system altogether.

BBC: Star 'eats' a planet