Does Space have an Edge?

So, basically you're saying that for space to have an edge, there must be something beyond that edge, and that whatever exists beyond that edge should be considered part of the overall universe (thus voiding the idea that the edge exists at all)? Your "container within a container" idea is a common argument for why the universe must be infinite (and have no "edge").

A simple (and totally not to scale) model of this might look like:
? [universe (earth {you} earth) universe] ?

That makes perfect sense... if the universe falls in line simple models of 3-dimensional space, and we're pretty sure it doesn't.
For example, we know that gravitational fields can curve the trajectory of light. Given that light doesn't have mass (or at least has never been observed to have mass) it doesn't make sense (based on our understanding of how gravity works) to think that gravity pulls on the light directly. Rather, the prevailing theory is that gravity actually distorts/bends space itself. The idea is that the light is still technically going in a straight (linear) trajectory relative to the space it is traveling through. Since that space is curved relative to the space further from the gravitational source, the light's trajectory appears to curve.

If space does indeed distort from gravity (and possibly other forces as well) then it is possible that by some yet-to-be-understood means, the universe loops back into itself. In other words, you could move in a straight trajectory continuously without any observed shift in inertia, but remain within a quantifiable amount of space; the space itself is not infinite, but the total distance you can travel is.

Put simply, is it possible the universe is actually like Asteroids, and we've had the answer since 1979?!

That would be interesting.

In the case of Asteroids, I figure it was a game design decision. It probably went something like this:
Lyle: Hey, check this out! We've finally got a space ship and asteroids moving around!
Ed: Radical! Hang on though... if you get too close to one of the borders you eventually just get trapped and crushed by the asteroids... that's a bummer.
Lyle: Yeah, I wasn't sure what to do about that. 128 K of RAM might be vast, but we can't exactly let it go on forever.
Ed: Hmm... what if we just have them pop out on the opposite edge? Then they could just keep going in the same amount of space.
Lyle: Hey, yeah! That might not be realistic, but it works perfect for the game.

There are a lot of theories on what a black hold is, and even more on what it does.

If we're entertaining the possibility that all of space might be self contained from gravity curving it inward, then perhaps super-massive objects (like black holes) contribute a large part of that gravitational pull?

As far as black holes being used as a "warp zone" I don't think there's ever been a whole lot of science behind that idea. I think it's one of those "wouldn't it be cool if..." theories. I can see someone proposing that idea as a wishful-thinking solution to the overwhelming problem of trying to travel through vast expanses of space.