Technically, you are in space already. And, if you fire the rockets really hard, you might take a whole planet wherever it was you wanted to go in space.
Counterexample: Joseph Smith, Brigham Young, the Dannites, the Mountain Meadows Massacre, and for guilt-by-association, Warren Jeffs and the FLDS As for Buddhism, they've had a few. I'm thinking most likely with some incidents with Muslims in India, up until the Moghul Empire. I need to research the history on this, though.