One proposal is that our universe could've been created by an intelligent species in another universe, and that universe may have been created by beings in yet another universe, and so on.
Although I think the idea that a god created the universe might be backward. The trend of the universe's evolution is toward greater emergent complexity -- atoms form stars and planets, stars form galaxies, self-replicating molecules produce life, life leads to intelligence, intelligence organizes into civilizations and information networks, etc. So it's conceivable that the process might lead to a universe evolving a collective intelligence emerging from the interaction of individual intelligences or information networks. Rather than an immanent consciousness creating the universe, the universe would create the immanent consciousness. As Carl Sagan said, "We are a way for the universe to know itself."