The nature of the organic matter in interplanetary samples is central to elucidating the formation and early evolution of the Solar System. Although most meteorites derive from asteroids, micrometeorites mainly sample more remote objects. Ultra-carbonaceous Antarctic micrometeorites (UCAMMs), which have the highest carbon content among interplanetary samples, offer a unique window into cometary organics. Here we report a survey of the H, C and N isotopes in four UCAMMs, of which two are 15N-poor (delta 15N similar or equal to -120 parts per thousand), which suggests that their formation involved primordial N2 (delta 15N similar or equal to -380 parts per thousand). Such a composition could be the result of Galactic cosmic ray irradiation of N2 ices at the surface of cold small bodies in the outermost parts of the Solar System, possibly the Oort cloud. The two other UCAMMs exhibit higher delta 15N (75 parts per thousand and 282 parts per thousand), like those reported for carbonaceous chondrites and interplanetary dust particles. They may originate from parent bodies initially on lower heliocentric orbits in the Kuiper belt that have surfaces cold enough to retain N-bearing species, such as cyanides (delta 15N >= 200 parts per thousand), that are richer in 15N than primordial N2. According to their elemental and isotopic composition, UCAMMs constitute a unique probe into the coldest objects of the Solar System, namely those in the Kuiper Belt and the Oort cloud, which are largely out of reach of current space exploration.