In Men In Black, we see J and K chasing down Edgar The Bug to recover the “Arquillian Galaxy” which is a minuscle galaxy inside a glass sphere resembling a marble. As the movie ends, the camera zooms out from J’s car and keeps zooming out and eventually we zoom out of the earth, the solar system and finally the galaxy which is revealed to be inside another glass sphere which is then picked up by some giant being and used as a playing marble alongside countless others.
In Men In Black 2, we are introduced the the C18 locker aliens, who are tiny creatures, about a few centimeters in height that live inside a locker in NYC. This was slightly different from the Arquillian Galaxy in that the beings were far bigger and their “colony” resembled a fair-sized city. Their origin is unexplained but it is safe to assume that they weren’t always there and were relocated and perhaps recolonized at some point in time prior to the events of the movie. At the end of the movie, J insists on showing telling them that there’s more to the universe than just the inside of a locker at which K proceeds to open a mysterious black door that says “Do Not Open.” As we zoom out of J, K and Frank standing in the doorway, we see a whole array of giant lockers inside a giant station and giant humanoid aliens walking around in it, which basically was meant to show that the humans themselves are living inside a giant locker.
Now what does it all mean together? Do we live inside the locker or the marble or both? Considering both concepts were boldly put forward by the movies themselves and assuming that they haven’t made any continuity errors, it is relatively safe to say that we are inside both. When we zoom out of the locker, we can still clearly see Jay and K and Frank standing in the doorway of the locker and they are scarcely smaller than the locker itself. This suggests that the locker doors are not containers but mere portals to worlds whereas the giant station is kind of an intermediary “world between worlds” just like the forest with pools from Narnia. This portal could be located in virtually any of the planets or worlds or galaxies shown or mentioned anywhere in the trilogy or it could be an extra dimensional thing that manifests itself as a station with lockers to 3D beings.
Building upon the fact that the lockers are portals, we can assume that each portal leads to a separate galaxy considering how all galaxies are supposed to be packed inside marbles and therefore don’t really allow the inhabitants to just fly out of them.