Well, I couldn't find much evidence that would lead to where it originated from, but I will say why I believe Mew is from Earth.
Starting things off, multiple Pokedex entries state that Mew is a Pokemon of South America. This is where it was discovered, though this doesn't prove that Mew was originally from South America, it's something.
Next, there's nothing that makes me think Mew is from space. Neither wormholes or meteors/meteorites were mentioned in any of Mew's Pokedex entry; yet Pokemon from "space" tend to have the following mentioned in several Pokedex entries (UBs, Deoxys, etc.).
With that being said, there isn't enough evidence to confirm Mew's origin. So, it's all a matter of perspective, depending on how you look at what I've stated. I just have a strong hunch that Mew is from Earth, maybe even South America.
Hope this helps! :)