Well Brigham Young thought there was men living on the moon and the sun.
"We are called ignorant; so we are: but what of it? Are not all ignorant? I rather think so. Who can tell us of the inhabitants of this little planet that shines of an evening, called the moon? When we view its face we may see what is termed "the man in the moon," and what some philosophers declare are the shadows of mountains. But these sayings are very vague, and amount to nothing; and when you inquire about the inhabitants of that sphere you find that the most learned are as ignorant in regard to them as the most ignorant of their fellows. So it is with regard to the inhabitants of the sun. Do you think it is inhabited? I rather think it is. Do you think there is any life there? No question of it; it was not made in vain. It was made to give light to those who dwell upon it, and to other planets; and so will this earth when it is celestialized."
-Journal of Discourse Volume 13 page 273-
As for me I don't agree with him on that one.