So by a "straight" line you are referring to the path in spacetime that a moving mass would travel due to momentum, with no forces applied. Then the answer is yes, there are straight lines in the universe.
Do straight lines exist in nature?
laser light is slightly curved, as light is bent by the Earth's gravitational field. But if we relax our definition to 'something that looks straight to the human eye', then we can find plenty of straight lines in nature – rock strata, tree trunks, the edges of crystals, strands of spider silk.
Are straight lines rare in nature?
In the scene, the questionably named spaceship Prometheus is about to land on an alien world. Marshall-Green's character spots a series of straight lines on the surface, and believes it's a sure sign of intelligent life, because straight lines are a rarity in nature. But they're not that rare.