According to the Rocky Horror Picture Show Wiki:
They are greeted at the door by the butler Riff-Raff and also meet the maid his sister Magenta who show them the rest of their kind (called the Transylvanians) and they all sing the show's must popular song ("Time Warp"). At the end they try to back away from the Transylvanians but they are stopped by the sudden appearance of Frank N Furter.
Riff-Raff and Magenta were definately aliens so 'The rest of their kind' infers that the guests were aliens as well.
Party-goers from the planet Transexual who've come to Frank's Castle to see Rocky being unveiled.
The Phantoms / Transylvanians serve as the ensemble for the musical. They are fellow aliens from...
However, this script states:
INT. BALLROOM - NIGHT
The doors open REVEALING BRAD and JANET at the doorway of a
huge black-and- silver ballroom. At the furthest end is a
throne-like chair and, surrounding it, a theatre proscenium.
In the body of the room are TRANSYLVANIAN GUESTS. They are
the people BRAD and JANET passed on the road.
They are the Transylvanian Secret Agents - assembled on this
special occasion from all over the earth.
Which infers that they're from earth and therefore not aliens.
I'm not sure however that this is a proper script...