Wasn't there a plot in the cartoon a few years back where Shredder was an alien? I remember there being aliens in it.
Maybe they'll crash on Earth as babies and then be mutated. Teenage Mutant Ninja Alien Turtles
Wonder if Splinter will still be from Earth.
Unless it's a bit of misdirection, and the Turtles somehow get transported to another planet/dimension and the movie takes place there, in that case technically they'd be aliens